Navigation :
IR RW Delta
| Description |
Interest rate delta risk weight |
| Reference |
[MAR50.56] |
| Notation in BCBS |
$RW_k$ |
The measure requires having hierarchies: [CurveType].[CurveType] , [RegulatoryBucket].[RegulatoryBucket] and [Vertices].[Vertices] in the view.
CVA Risk Capital Accelerator V1.2.0