Navigation : Getting started - About - CRR2 support - Glossary Tutorials - Data Health Check - Tips for Validating the Calculations - Viewing QIS Numbers - Workaround for deadlock issue when attempting to create partitions for reference stores Cube reference - Measures -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec --- CSR Sec CTP --- CSR Sec non-CTP --- DRC --- Equity ---- Curvature ----- Equity Curvature CVR Down ----- Equity Curvature CVR Up ----- Equity Curvature Delta Sensitivities ----- Equity Curvature Delta Weighted Sensitivities ----- Equity Curvature Risk Charge ----- Equity Curvature Risk Position ----- Equity Curvature Risk Position Down ----- Equity Curvature Risk Position Scenario ----- Equity Curvature Risk Position Up ----- Equity Curvature Risk Weight ----- Equity Curvature Sb ----- Equity Curvature shock-down prices ----- Equity Curvature shock-up prices ----- Equity Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Dimensions Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 Equity Curvature Technical Curvature Delta Shift Description Technical measure Equity Curvature shock-up prices Delta
FRTB Accelerator Reference Guide v2.4.0