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 Sensitivities sbm Description The equity delta, including spot and repo Variations long short Reference [MAR21.21] Notation $s_k$ See also 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 Weighted Sensitivities Equity Delta Risk Weight Equity Delta Weighted Sensitivities
FRTB Accelerator Reference Guide v2.4.0