Navigation : test ../ test about.html About test ../ test about/qis-quick-start_qisonly.html - Quick Start test ../ test input-files.html Input Data test ../ test tutorials.html Tutorials test ../ test tutorials/how-to-prepare-data-for-qis.html - How to Prepare Data for QIS test ../ test tutorials/data-sanity-check.html - Data Sanity 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 interpret-impl.html Interpretation and Implementation of the MAR standard test ../ test cube.html Analytics Reference test ../ test cube/measures.html - Measures 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/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-ctp/curvature.html ---- Curvature test ../ test cube/csr-sec-ctp-curvature-cvr-down.html ----- CSR Sec CTP Curvature CVR Down test ../ test cube/csr-sec-ctp-curvature-cvr-up.html ----- CSR Sec CTP Curvature CVR Up test ../ test cube/csr-sec-ctp-curvature-risk-charge.html ----- CSR Sec CTP Curvature Risk Charge test ../ test cube/csr-sec-ctp-curvature-risk-position.html ----- CSR Sec CTP Curvature Risk Position test ../ test cube/csr-sec-ctp-curvature-risk-position-down.html ----- CSR Sec CTP Curvature Risk Position Down test ../ test cube/csr-sec-ctp-curvature-risk-position-scenario.html ----- CSR Sec CTP Curvature Risk Position Scenario test ../ test cube/csr-sec-ctp-curvature-risk-position-up.html ----- CSR Sec CTP Curvature Risk Position Up test ../ test cube/csr-sec-ctp-curvature-risk-weight.html ----- CSR Sec CTP Curvature Risk Weight test ../ test cube/csr-sec-ctp-curvature-shock-down-prices.html ----- CSR Sec CTP Curvature shock-down prices test ../ test cube/csr-sec-ctp-curvature-shock-up-prices.html ----- CSR Sec CTP Curvature shock-up prices test ../ test cube/measures/standardisedapproach/csr-sec-ctp/delta.html ---- Delta test ../ test cube/measures/standardisedapproach/csr-sec-ctp/vega.html ---- Vega 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/girr.html --- GIRR test ../ test cube/measures/standardisedapproach/rrao.html --- RRAO test ../ test cube/dimensions.html - Dimensions test ../ test glossary.html Glossary CSR Sec CTP Curvature shock-down prices sbm Description The valuation impact of the downward scenario Reference [MAR21.5] Notation $V_i \left (x_k^{(RW^{(curvature)}-)} \right ) - V_i(x_k)$ See also CSR Sec CTP Curvature CVR Down CSR Sec CTP Curvature CVR Up CSR Sec CTP Curvature Risk Charge CSR Sec CTP Curvature Risk Position CSR Sec CTP Curvature Risk Position Down CSR Sec CTP Curvature Risk Position Scenario CSR Sec CTP Curvature Risk Position Up CSR Sec CTP Curvature Risk Weight CSR Sec CTP Curvature shock-up prices CSR Sec CTP Curvature Risk Weight CSR Sec CTP Curvature shock-up prices