MAR50 references - Atoti Hub

Cube measures linked to Chapter MAR50.

Paragraph/Section	Cube measure/dimension
[MAR50.14]	DS x K_reduced K_reduced
[MAR50.15]	Discount Factor EAD EAD Effective Maturity SCVA
[MAR50.16]	BA Risk Weight
[MAR50.20]	DS x K_full K_full
[MAR50.21]	K_hedged
[MAR50.22]	Idiosyncratic Component SCVA net of SNH Systematic Component
[MAR50.23]	Correlation r_hc Discount Factor Hedge Hedge Notional Hedge Remaining Maturity SNH
[MAR50.24]	BA Index Risk Weight IH
[MAR50.25]	HMA
[MAR50.47]	CCS Delta CCS Delta CVA CCS Delta Hdg COMM Delta COMM Delta CVA COMM Delta Hdg COMM Vega COMM Vega CVA COMM Vega Hdg EQ Delta EQ Delta CVA EQ Delta Hdg EQ Vega EQ Vega CVA EQ Vega Hdg FX Delta FX Delta CVA FX Delta Hdg FX Vega FX Vega CVA FX Vega Hdg IR Delta IR Delta CVA IR Delta Hdg IR Vega IR Vega CVA IR Vega Hdg RCS Delta RCS Delta CVA RCS Delta Hdg RCS Vega RCS Vega CVA RCS Vega Hdg
[MAR50.50]	CCS Wtd Delta CVA CCS Wtd Delta Hdg COMM Wtd Delta CVA COMM Wtd Delta Hdg COMM Wtd Vega CVA COMM Wtd Vega Hdg EQ Wtd Delta CVA EQ Wtd Delta Hdg EQ Wtd Vega CVA EQ Wtd Vega Hdg FX Wtd Delta CVA FX Wtd Delta Hdg FX Wtd Vega CVA FX Wtd Vega Hdg IR Wtd Delta CVA IR Wtd Delta Hdg IR Wtd Vega CVA IR Wtd Vega Hdg RCS Wtd Delta CVA RCS Wtd Delta Hdg RCS Wtd Vega CVA RCS Wtd Vega Hdg
[MAR50.52]	CCS Wtd Delta Net COMM Kb Delta COMM Kb Vega COMM Wtd Delta Net COMM Wtd Vega Net EQ Kb Delta EQ Kb Vega EQ Wtd Delta Net EQ Wtd Vega Net FX Kb Delta FX Kb Vega FX Wtd Delta Net FX Wtd Vega Net IR Kb Delta IR Kb Vega IR Wtd Delta Net IR Wtd Vega Net RCS Kb Delta RCS Kb Vega RCS Wtd Delta Net RCS Wtd Vega Net
[MAR50.53]	Aggregate SA Capital CCS K Delta COMM K Delta COMM K Vega COMM Sb Delta COMM Sb Vega EQ K Delta EQ K Vega EQ Sb Delta EQ Sb Vega FX K Delta FX K Vega FX Sb Delta FX Sb Vega IR K Delta IR K Vega IR Sb Delta IR Sb Vega RCS K Delta RCS K Vega RCS Sb Delta RCS Sb Vega
[MAR50.56]	IR RW Delta
[MAR50.58]	IR RW Vega
[MAR50.61]	FX RW Delta
[MAR50.62]	FX RW Vega
[MAR50.65]	CCS RW Delta
[MAR50.68]	RCS RW Delta
[MAR50.69]	RCS RW Vega
[MAR50.72]	EQ RW Delta
[MAR50.73]	EQ RW Vega
[MAR50.76]	COMM RW Delta
[MAR50.77]	COMM RW Vega
[MAR50.8]	CVARC CVARC BA CVARC SA

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