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/measures/standardisedapproach/csr-sec-ctp/delta.html ---- Delta test ../ test cube/csr-sec-ctp-delta-risk-charge.html ----- CSR Sec CTP Delta Risk Charge test ../ test cube/csr-sec-ctp-delta-risk-position.html ----- CSR Sec CTP Delta Risk Position test ../ test cube/csr-sec-ctp-delta-risk-position-correlations.html ----- CSR Sec CTP Delta Risk Position Correlations test ../ test cube/csr-sec-ctp-delta-risk-position-double-sums.html ----- CSR Sec CTP Delta Risk Position Double Sums test ../ test cube/csr-sec-ctp-delta-risk-weight.html ----- CSR Sec CTP Delta Risk Weight test ../ test cube/csr-sec-ctp-delta-sensitivities.html ----- CSR Sec CTP Delta Sensitivities test ../ test cube/csr-sec-ctp-delta-weighted-sensitivities.html ----- CSR Sec CTP Delta Weighted Sensitivities 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 Delta Sensitivities sbm Description The CSR Sec CTP delta Reference [MAR21.21] Notation sk See also CSR Sec CTP Delta Risk Charge CSR Sec CTP Delta Risk Position CSR Sec CTP Delta Risk Position Correlations CSR Sec CTP Delta Risk Position Double Sums CSR Sec CTP Delta Risk Weight CSR Sec CTP Delta Weighted Sensitivities CSR Sec CTP Delta Risk Weight CSR Sec CTP Delta Weighted Sensitivities