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interpret-impl/acr/sa/sa-sbm/equity.html ---- Equity test ../../../../../../../ test interpret-impl/acr/sa/sa-sbm/fx.html ---- FX test ../../../../../../../ test interpret-impl/acr/sa/sa-sbm/girr.html ---- GIRR test ../../../../../../../ test interpret-impl/acr/ima.html -- IMA test ../../../../../../../ test interpret-impl/jurisdictions.html - Jurisdictions test ../../../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html - FRTB P&L Attribution Tests and Backtesting test ../../../../../../../ test interpret-impl/_footer.html - test ../../../../../../../ test pdf-guides.html PDF Guides test ../../../../../../../ test glossary.html Glossary Curvature Risk Position The Curvature Risk Position measure is $K_b$ in [MAR21.5](3). Within each Bucket, it is the greater of the Curvature Risk Position Up and Curvature Risk Position Down values. Curvature Risk Position Scenario Delta/Vega Risk Charge