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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 Up/Down The Curvature Risk Position Up/Down measures are $K_b^\pm$ in [MAR21.5](3). For each Bucket, the Curvature CVR Up/Down values are combined using the formula in [MAR21.5](3). Delta Vega Risk Position Curvature Risk Position Scenario