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-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/equity/curvature.html ---- Curvature test ../ test cube/equity-curvature-cvr-down.html ----- Equity Curvature CVR Down test ../ test cube/equity-curvature-cvr-up.html ----- Equity Curvature CVR Up test ../ test cube/equity-curvature-risk-charge.html ----- Equity Curvature Risk Charge test ../ test cube/equity-curvature-risk-position.html ----- Equity Curvature Risk Position test ../ test cube/equity-curvature-risk-position-down.html ----- Equity Curvature Risk Position Down test ../ test cube/equity-curvature-risk-position-scenario.html ----- Equity Curvature Risk Position Scenario test ../ test cube/equity-curvature-risk-position-up.html ----- Equity Curvature Risk Position Up test ../ test cube/equity-curvature-risk-weight.html ----- Equity Curvature Risk Weight test ../ test cube/equity-curvature-shock-down-prices.html ----- Equity Curvature shock-down prices test ../ test cube/equity-curvature-shock-up-prices.html ----- Equity Curvature shock-up prices test ../ test cube/measures/standardisedapproach/equity/delta.html ---- Delta test ../ test cube/measures/standardisedapproach/equity/vega.html ---- Vega 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 Equity 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 Equity Curvature CVR Down Equity Curvature CVR Up Equity Curvature Risk Charge Equity Curvature Risk Position Equity Curvature Risk Position Down Equity Curvature Risk Position Scenario Equity Curvature Risk Position Up Equity Curvature Risk Weight Equity Curvature shock-up prices Equity Curvature Risk Weight Equity Curvature shock-up prices