https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/fx-vega-risk-position.html
FX Vega Risk Position :: Atoti FRTB v6.0
The bucket-level capital charge for FX vega, also known as risk position, under the 'Medium correlations' scenario
fxvegariskpositionfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/fx-curvature-risk-position-down.html
FX Curvature Risk Position Down :: Atoti FRTB v6.0
The bucket level capital requirement under the downward scenario
fxcurvatureriskpositionfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/dimensions/parameter-sets.html
Parameter Sets :: Atoti FRTB v6.0
parametersetsfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/input-files/categories.html
Categories :: Atoti FRTB v6.0
This file provides a description of desks.
categoriesfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/girr-delta-risk-charge.html
GIRR Delta Risk Charge :: Atoti FRTB v6.0
The GIRR delta risk charge based on the 'Medium correlations' scenario
deltariskchargefrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/database/tranche_overrides.html
TRANCHE_OVERRIDES :: Atoti FRTB v6.0
trancheoverridesfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/commodity-curvature-risk-weight.html
Commodity Curvature Risk Weight :: Atoti FRTB v6.0
The risk weights applied in curvature calculations
commoditycurvatureriskweightfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/measures/standardisedapproach/aggregated-riskcharge-by-class.html
Aggregated RiskCharge by Class :: Atoti FRTB v6.0
by classaggregatedfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/commodity-delta-weighted-sensitivities.html
Commodity Delta Weighted Sensitivities :: Atoti FRTB v6.0
The weighted commodity delta
commoditydeltaweightedsensitivitiesfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/fx-vega-risk-weight.html
FX Vega Risk Weight :: Atoti FRTB v6.0
The FX vega risk weights
fxvegariskweightfrtb
https://www.risk.net/risk-management/market-risk/2472560/frtb-data-pooling-crawls-into-action
FRTB data pooling crawls into action - Risk.net
Feb 1, 2017 - Dealers voice concerns on data pooling as industry initiative to model risk factors faces significant challenges Dealers voice concerns on data pooling as...
frtbdatapoolingcrawlsaction
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/csr-sec-non-ctp-delta-risk-weight.html
CSR Sec non-CTP Delta Risk Weight :: Atoti FRTB v6.0
The CSR Sec non-CTP delta risk weights
csrsecnonctpdelta
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/glossary.html
Glossary :: Atoti FRTB v6.0
Definitions of the key terms used within Atoti FRTB.
glossaryfrtb
https://www.sas.com/en_ie/insights/articles/risk-fraud/frtb-a-wait-and-see-strategy-could-be-risky.html
frtb: a wait and see strategy could be risky | SAS Ireland
FRTB, fundamental review of the trading book, is a regulation that changes how banks analyse market risk in the trading book to address systemic challenges.
wait and seecould befrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp/data-model-core/tranche.html
Tranche :: Atoti FRTB v6.0
tranchefrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/maturity-scaling-factor.html
Maturity Scaling Factor :: Atoti FRTB v6.0
The maturity weighting applied to gross JTD to account for defaults within the one year capital horizon
maturityscalingfactorfrtb
https://www.iasonltd.com/research/research-paper-series/2019-frtb-review-main-interventions
2019 FRTB Review - Main Interventions | Iason ltd
This paper provides a summary on the main innovations about the Fundamental Review of the Trading Book, the new regulatory capital requirements for...
frtbreviewmaininterventionsiason
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/currencies.html
Currencies :: Atoti FRTB v6.0
Risk factor's currency.
currenciesfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/girr-curve-types.html
GIRR Curve Types :: Atoti FRTB v6.0
Displays the GIRR curve type, such as Yield, Inflation, or Basis.
curvetypesfrtb
https://docs.activeviam.com/products/solutions/frtb/latest/online-help/interpret-impl/acr/sa/sa-sbm/commodity/calculations/query-time-core/curv-cvr-up-down.html
Curvature CVR Up/Down :: Atoti FRTB v6.0
up downcurvaturecvrfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/database/rraooverrides.html
RRAOOVERRIDES :: Atoti FRTB v6.0
frtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/datastore/internalmodelsapproach/es-scenario-fx-rates_frtbonly.html
EsScenarioFxRates :: Atoti FRTB v6.0
frtb
https://www.risk.net/regulation/7962504/nomura-eyes-frtb-models-expansion-for-fx-desks
Nomura eyes FRTB models expansion for FX desks - Risk.net
Nov 24, 2025 - With rates desks all now on FRTB internal models, markets head says FX is next
nomuraeyesfrtbmodelsexpansion
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/ca.html
CA :: Atoti FRTB v6.0
The aggregate (non-DRC) capital requirement which disregards individual desks capital treatment, as if all positions were under IMA approach
cafrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/imcc-indicator.html
IMCC Indicator :: Atoti FRTB v6.0
Indicator is 1 when sliding window is equal to the max IMCC across all windows and 0 otherwise.
imccindicatorfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/commodity-vega-weighted-sensitivities.html
Commodity Vega Weighted Sensitivities :: Atoti FRTB v6.0
The weighted commodity vega
commodityvegaweightedsensitivitiesfrtb
https://www.risk.net/awards/7954595/frtb-management-solution-of-the-year-sp-global
FRTB management solution of the year: S&P Global - Risk.net
Sep 29, 2023 - Asia Risk Awards 2022
of the years pglobal riskfrtbmanagement
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/interpret-impl/acr/sa/sa-sbm/equity/calculations/query-time-core/curvature-scenario-up-down-pv-ccy.html
Curvature Scenario Up/Down PV.CCY :: Atoti FRTB v6.0
up downcurvaturescenariopvccy
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/input-files/csr-sec-non-ctp-bucket-descriptions.html
CSR Sec non-CTP Bucket Descriptions :: Atoti FRTB v6.0
This file provides a description of CSR Sec non-CTP buckets, including canonical values for Credit Rating and Sector. When the SBM sensitivity files...
csrsecnonctpbucket
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/pv.ccy.html
PV.CCY :: Atoti FRTB v6.0
Trades market value in units of reference currency
pvccyfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/interpret-impl/acr/sa/sa-sbm/fx/data-model-core/risk-factor.html
Risk Factor [MAR10.9] :: Atoti FRTB v6.0
risk factorfrtb
https://docs.activeviam.com/products/solutions/frtb/6.0/online-help/cube/drc-non-sec-bucket.html
DRC non-Sec Bucket :: Atoti FRTB v6.0
Exposure bucket for the non-Sec risk class.
drcnonsecbucketfrtb