Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec --- CSR Sec CTP ---- Curvature ----- CSR Sec CTP Curvature CVR Down ----- CSR Sec CTP Curvature CVR Up ----- CSR Sec CTP Curvature Delta Sensitivities ----- CSR Sec CTP Curvature Delta Weighted Sensitivities ----- 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 Sb ----- CSR Sec CTP Curvature shock-down prices ----- CSR Sec CTP Curvature shock-up prices ----- CSR Sec CTP Curvature Technical Curvature Delta Shift ---- Delta ---- Vega --- CSR Sec non-CTP --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 CSR Sec CTP 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 CSR Sec CTP Curvature CVR Down CSR Sec CTP Curvature CVR Up CSR Sec CTP Curvature Delta Sensitivities CSR Sec CTP Curvature Delta Weighted Sensitivities 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 Sb CSR Sec CTP Curvature shock-down prices CSR Sec CTP Curvature shock-down prices CSR Sec CTP Curvature Technical Curvature Delta Shift
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