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 getting-started/directquery.html - DirectQuery test ../../../../../ test configuration.html Configuration files test ../../../../../ test datastore.html Data Stores test ../../../../../ test database.html Database test ../../../../../ test input-files.html Input Data test ../../../../../ test tutorials.html Tutorials test ../../../../../ test tutorials/data-sanity-check.html - Data Sanity 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 interpret-impl.html Interpretation and Implementation of the MAR standard test ../../../../../ test interpret-impl/acr/sa.html - SA test ../../../../../ test interpret-impl/acr/sa/key-measures-sa_frtbonly.html -- Key SA Measures test ../../../../../ test interpret-impl/acr/sa/sa-drc.html -- SA DRC test ../../../../../ test interpret-impl/acr/sa/sa-sbm.html -- SA SBM test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity.html --- Commodity test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-non-sec.html --- CSR non-Sec test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-sec-ctp.html --- CSR Sec CTP test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp.html --- CSR Sec non-CTP test ../../../../../ test interpret-impl/acr/sa/sa-sbm/equity.html --- Equity test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx.html --- FX test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/implementation-note.html ---- Implementation Note test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/data-model-core.html ---- Data Model (Core) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/calculations.html ---- Calculations test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/input-files-ref-impl.html ---- Input Files (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/config-files.html ---- Config Files test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/datastore-ref-impl.html ---- Datastore (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/cube-ref-impl.html ---- Cube Schema (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/configuration-core.html ---- Configuration (Core) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/configuration-core/delta-special-crosses.html ----- Delta Special Crosses test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/configuration-core/vertices.html ----- Vertices test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/configuration-core/vega-liq-hor.html ----- Vega Liquidity Horizons test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx/configuration-core/misc-param.html ----- Miscellaneous Parameters test ../../../../../ test interpret-impl/acr/sa/sa-sbm/girr.html --- GIRR test ../../../../../ test interpret-impl/acr/ima.html - IMA test ../../../../../ test cube.html Analytics Reference 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-ui-config.html - Configuring the UI 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 Solution test ../../../../../ test dev/dev-tools.html - Configuring Solution tools and methodologies test ../../../../../ test dev/dev-sign-off.html - Sign-Off test ../../../../../ test dev/dev-direct-query.html - DirectQuery test ../../../../../ test limits.html Limit monitoring test ../../../../../ test sign-off.html Sign-Off Approvals test ../../../../../ test what-if.html What-If Analysis test ../../../../../ test pdf-guides.html PDF Guides test ../../../../../ test glossary.html Glossary Configuration (Core) This section describes how the calculations are configured for the FX risk class Cube Schema (Reference Implementation) Delta Special Crosses