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 ---- Delta ----- Equity Delta Risk Charge ----- Equity Delta Risk Position ----- Equity Delta Risk Position Correlations ----- Equity Delta Risk Position Double Sums ----- Equity Delta Risk Weight ----- Equity Delta Sensitivities ----- Equity Delta Weighted Sensitivities ---- 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 Delta Risk Weight sbm Description The equity delta risk weights, set separately for spot and repo risk factors Hierarchy(ies) required in the view [Buckets].[Equity Buckets] Reference [MAR21.77] Notation RWk See also Equity Delta Risk Charge Equity Delta Risk Position Equity Delta Risk Position Correlations Equity Delta Risk Position Double Sums Equity Delta Sensitivities Equity Delta Weighted Sensitivities Equity Delta Risk Position Double Sums Equity Delta Sensitivities
FRTB Accelerator Reference Guide v2.4.0