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 --- FX ---- Curvature ----- FX Curvature CVR Down ----- FX Curvature CVR Up ----- FX Curvature Delta Sensitivities ----- FX Curvature Delta Weighted Sensitivities ----- FX Curvature Risk Charge ----- FX Curvature Risk Position ----- FX Curvature Risk Position Down ----- FX Curvature Risk Position Scenario ----- FX Curvature Risk Position Up ----- FX Curvature Risk Weight ----- FX Curvature Sb ----- FX Curvature shock-down prices ----- FX Curvature shock-up prices ----- FX Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- 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 FX Curvature Technical Curvature Delta Shift Description Technical measure FX Curvature shock-up prices Delta
FRTB Accelerator Reference Guide v2.4.0