FX Curvature Delta Sensitivities

This measure matches FX Delta Sensitivities for trades and risk factors having curvature risk charges.

See also

• FX Curvature CVR Down
• FX Curvature CVR Up
• FX Curvature Delta Weighted Sensitivities
• 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 Sb
• FX Curvature shock-down prices
• FX Curvature shock-up prices