Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/using-this-guide.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/frtb-data-model.html - FRTB Data Model test ../ test tutorials.html Tutorials test ../ test tutorials/data-health-check.html - Data Health Check test ../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html - Workaround for deadlock issue when attempting to create partitions for reference stores test ../ test what-if.html What-If Analysis test ../ test configuration.html Configuration files test ../ test cube.html Data Cubes test ../ test datastore.html Data Stores test ../ test input-files.html Input File Formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../ test dev/dev-core.html - FRTB Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test interpret-impl.html FRTB Accelerator Interpretation and Implementation of BCBS 457 test ../ test pdf-guides.html PDF Guides test ../ test glossary.html Glossary sbm CSR Sec CTP Curvature Risk Charge sbm CSR Sec CTP Curvature Risk Position sbm CSR Sec CTP Curvature Risk Position Down sbm CSR Sec CTP Curvature Risk Position Scenario sbm CSR Sec CTP Curvature Risk Position Up sbm CSR Sec CTP Curvature Risk Weight sbm CSR Sec CTP Curvature Sb sbm CSR Sec CTP Curvature shock-down prices sbm CSR Sec CTP Curvature shock-up prices sbm CSR Sec CTP Delta Risk Charge sbm CSR Sec CTP Delta Risk Position sbm CSR Sec CTP Delta Risk Position Correlations sbm CSR Sec CTP Delta Risk Position Double Sums sbm CSR Sec CTP Delta Risk Weight sbm CSR Sec CTP Delta Sensitivities sbm CSR Sec CTP Delta Weighted Sensitivities sbm CSR Sec CTP Risk Charge sbm CSR Sec CTP Vega Risk Charge sbm CSR Sec CTP Vega Risk Position sbm CSR Sec CTP Vega Risk Position Correlations sbm CSR Sec CTP Vega Risk Position Double Sums sbm CSR Sec CTP Vega Risk Weight sbm CSR Sec CTP Vega Sensitivities sbm CSR Sec CTP Vega Weighted Sensitivities sbm CSR Sec non-CTP Curvature CVR Down sbm CSR Sec non-CTP Curvature CVR Up sbm CSR Sec non-CTP Curvature Delta Sensitivities sbm CSR Sec non-CTP Curvature Delta Weighted Sensitivities sbm CSR Sec non-CTP Curvature Risk Charge sbm CSR Sec non-CTP Curvature Risk Position sbm ← Previous Pages Page 3 of 7 Next Pages → Glossary User & Reference Guide