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 tutorials.html Tutorials test ../ test tutorials/data-health-check.html - Data Health 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 tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html - Workaround for deadlock issue when attempting to create partitions for reference stores test ../ test configuration.html Configuration files test ../ test sign-off.html Sign-Off Approvals test ../ test cube.html Data Cubes test ../ test cube/measures.html - Measures test ../ test cube/measures/measure-variations.html -- Measure variations test ../ test cube/measures/standardisedapproach.html -- StandardisedApproach test ../ test cube/measures/standardisedapproach/aggregated-riskcharge-by-class.html --- Aggregated RiskCharge by Class test ../ test cube/measures/standardisedapproach/commodity.html --- Commodity test ../ test cube/count.html --- Count test ../ test cube/measures/standardisedapproach/csr-non-sec.html --- CSR non-Sec test ../ test cube/measures/standardisedapproach/csr-sec-ctp.html --- CSR Sec CTP test ../ test cube/measures/standardisedapproach/csr-sec-non-ctp.html --- CSR Sec non-CTP test ../ test cube/measures/standardisedapproach/drc.html --- DRC test ../ test cube/measures/standardisedapproach/equity.html --- Equity test ../ test cube/measures/standardisedapproach/fx.html --- FX test ../ test cube/measures/standardisedapproach/fx/curvature.html ---- Curvature test ../ test cube/fx-curvature-cvr-down.html ----- FX Curvature CVR Down test ../ test cube/fx-curvature-cvr-up.html ----- FX Curvature CVR Up test ../ test cube/fx-curvature-delta-sensitivities.html ----- FX Curvature Delta Sensitivities test ../ test cube/fx-curvature-delta-weighted-sensitivities.html ----- FX Curvature Delta Weighted Sensitivities test ../ test cube/fx-curvature-risk-charge.html ----- FX Curvature Risk Charge test ../ test cube/fx-curvature-risk-position.html ----- FX Curvature Risk Position test ../ test cube/fx-curvature-risk-position-down.html ----- FX Curvature Risk Position Down test ../ test cube/fx-curvature-risk-position-scenario.html ----- FX Curvature Risk Position Scenario test ../ test cube/fx-curvature-risk-position-up.html ----- FX Curvature Risk Position Up test ../ test cube/fx-curvature-risk-weight.html ----- FX Curvature Risk Weight test ../ test cube/fx-curvature-sb.html ----- FX Curvature Sb test ../ test cube/fx-curvature-shock-down-prices.html ----- FX Curvature shock-down prices test ../ test cube/fx-curvature-shock-up-prices.html ----- FX Curvature shock-up prices test ../ test cube/measures/standardisedapproach/fx/delta.html ---- Delta test ../ test cube/measures/standardisedapproach/fx/vega.html ---- Vega test ../ test cube/measures/standardisedapproach/girr.html --- GIRR test ../ test cube/notional.html --- Notional test ../ test cube/notional-original-currency.html --- Notional (Original Currency) test ../ test cube/notional-original-currency-drc.html --- Notional (Original Currency) DRC test ../ test cube/notional-drc.html --- Notional DRC test ../ test cube/pv.html --- PV test ../ test cube/pv-drc.html --- PV DRC test ../ test cube/pv.ccy.html --- PV.CCY test ../ test cube/measures/standardisedapproach/rrao.html --- RRAO test ../ test cube/timestamp.html --- Timestamp test ../ test cube/dimensions.html - Dimensions test ../ test what-if.html What-If Analysis test ../ test datastore.html Data Stores test ../ test input-files.html Input Files 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-ref-impl.html - FRTB Reference Implementation test ../ test dev/dev-core.html - FRTB Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test interpret-impl.html FRTB Accelerator Interpretation and Implementation of BCBS 457 test ../ test pdf-guides.html PDF Guides test ../ test glossary.html Glossary FX Curvature shock-up prices sbm Description The valuation impact of the upward scenario Reference [MAR21.5] Notation $V_i \left (x_k^{(RW^{(curvature)}+)} \right )- V_i(x_k)$ See also FX Curvature CVR Down FX Curvature CVR Up FX Curvature Delta Sensitivities FX Curvature Delta Weighted Sensitivities FX Curvature Risk Charge FX Curvature Risk Position FX Curvature Risk Position Down FX Curvature Risk Position Scenario FX Curvature Risk Position Up FX Curvature Risk Weight FX Curvature Sb FX Curvature shock-down prices FX Curvature shock-down prices Delta