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/fx.html --- FX test ../ test cube/measures/standardisedapproach/fx/curvature.html ---- Curvature test ../ test cube/fx-curvature-cvr-down.html ----- FX Curvature CVR Down test ../ test cube/fx-curvature-cvr-up.html ----- FX Curvature CVR Up test ../ test cube/fx-curvature-risk-charge.html ----- FX Curvature Risk Charge test ../ test cube/fx-curvature-risk-position.html ----- FX Curvature Risk Position test ../ test cube/fx-curvature-risk-position-down.html ----- FX Curvature Risk Position Down test ../ test cube/fx-curvature-risk-position-scenario.html ----- FX Curvature Risk Position Scenario test ../ test cube/fx-curvature-risk-position-up.html ----- FX Curvature Risk Position Up test ../ test cube/fx-curvature-risk-weight.html ----- FX Curvature Risk Weight test ../ test cube/fx-curvature-shock-down-prices.html ----- FX Curvature shock-down prices test ../ test cube/fx-curvature-shock-up-prices.html ----- FX Curvature shock-up prices test ../ test cube/measures/standardisedapproach/fx/delta.html ---- Delta test ../ test cube/measures/standardisedapproach/fx/vega.html ---- Vega 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 FX Curvature shock-up prices sbm Description The valuation impact of the upward scenario Reference [MAR21.5] Notation $V_i \left (x_k^{(RW^{(curvature)}+)} \right )- V_i(x_k)$ See also FX Curvature CVR Down FX Curvature CVR Up FX Curvature Risk Charge FX Curvature Risk Position FX Curvature Risk Position Down FX Curvature Risk Position Scenario FX Curvature Risk Position Up FX Curvature Risk Weight FX Curvature shock-down prices FX Curvature shock-down prices Delta