FRTB Accelerator Cube GuideCSR non-Sec Curvature Delta Sensitivities
| Description | The CSR non-Sec delta for trades having curvature risk |
|---|---|
| Reference | [MAR21.5] |
| Notation | $s_{ik}$ |
This measure matches CSR non-Sec Delta Sensitivities for trades and risk factors having curvature risk charges.
See also
- CSR non-Sec Curvature Risk Position
- CSR non-Sec Curvature Risk Position Scenario
- CSR non-Sec Curvature Risk Position Down
- CSR non-Sec Curvature CVR Down
- CSR non-Sec Curvature CVR Up
- CSR non-Sec Curvature shock-up prices
- CSR non-Sec Curvature Delta Weighted Sensitivities
- CSR non-Sec Curvature Risk Weight
- CSR non-Sec Curvature Risk Position Up
- CSR non-Sec Curvature Risk Charge
- CSR non-Sec Curvature shock-down prices
- CSR non-Sec Curvature Sb