> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Underlying

For Crypto 2a delta and curvature, the **Crypto asset and exchange** (Underlying) refers to the distinct crypto asset [SCO60.73](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_73) and the corresponding exchange [SCO60.74](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_74).\
For Crypto 2a vega, the **Crypto asset** (Underlying) refers to the distinct crypto asset [SCO60.73](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_73) without any differentiation by the exchange [SCO60.75](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_75).

| Field      | Key | Risk Measure    | Description                                         |
| ---------- | --- | --------------- | --------------------------------------------------- |
| As-of Date | Y   | All             | Timestamp (at close of business) for the data (T-1) |
| Underlying | Y   | Delta/Curvature | Crypto asset and exchange                           |
| Underlying | Y   | Vega            | Crypto asset                                        |
| Risk Class | Y   | All             | “Crypto 2a”                                         |
| Bucket     |     | All             | Crypto asset                                        |
| Location   |     | Delta/Curvature | Crypto exchange                                     |