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 ---- Default Risk Charge ---- DRC non-Sec Default Risk Charge ---- DRC non-Sec Gross JTD ---- DRC non-Sec JTD Weightings ---- DRC non-Sec LGD ---- DRC non-Sec Net JTD Long ---- DRC non-Sec Net JTD Short ---- DRC non-Sec Scaled Gross JTD ---- DRC non-Sec Weighted Net JTD Long ---- DRC non-Sec Weighted Net JTD Short ---- DRC non-Sec WtS Ratio ---- DRC Sec non-CTP Default Risk Charge ---- DRC Sec non-CTP Gross JTD ---- DRC Sec non-CTP JTD Weightings ---- DRC Sec non-CTP Net JTD Long ---- DRC Sec non-CTP Net JTD Short ---- DRC Sec non-CTP Scaled Gross JTD ---- DRC Sec non-CTP Weighted Net JTD Long ---- DRC Sec non-CTP Weighted Net JTD Short ---- DRC Sec non-CTP WtS Ratio ---- Maturity Scaling Factor ---- PV.CCY DRC --- Equity --- 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 DRC Default Risk Charge drc_sa DRC non-Sec Default Risk Charge drc_sa DRC non-Sec Gross JTD drc_sa DRC non-Sec JTD Weightings drc_sa DRC non-Sec LGD drc_sa DRC non-Sec Net JTD Long drc_sa DRC non-Sec Net JTD Short drc_sa DRC non-Sec Scaled Gross JTD drc_sa DRC non-Sec Weighted Net JTD Long drc_sa DRC non-Sec Weighted Net JTD Short drc_sa DRC non-Sec WtS Ratio drc_sa DRC Sec non-CTP Default Risk Charge drc_sa DRC Sec non-CTP Gross JTD drc_sa DRC Sec non-CTP JTD Weightings drc_sa DRC Sec non-CTP Net JTD Long drc_sa DRC Sec non-CTP Net JTD Short drc_sa DRC Sec non-CTP Scaled Gross JTD drc_sa DRC Sec non-CTP Weighted Net JTD Long drc_sa DRC Sec non-CTP Weighted Net JTD Short drc_sa DRC Sec non-CTP WtS Ratio drc_sa Maturity Scaling Factor drc_sa PV.CCY DRC drc_sa Page 1 of 1 CSR Sec non-CTP Vega Weighted Sensitivities Default Risk Charge
FRTB Accelerator Reference Guide v2.4.0