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Dimensions test ../ test datastore.html Data Stores test ../ test input-files.html Input File Formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../ test dev/dev-core.html - FRTB Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test interpret-impl.html FRTB Accelerator Interpretation and Implementation of BCBS 457 test ../ test pdf-guides.html PDF Guides test ../ test glossary.html Glossary CSR Sec non-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 non-CTP Curvature CVR Down CSR Sec non-CTP Curvature CVR Up CSR Sec non-CTP Curvature Delta Sensitivities CSR Sec non-CTP Curvature Delta Weighted Sensitivities CSR Sec non-CTP Curvature Risk Charge CSR Sec non-CTP Curvature Risk Position CSR Sec non-CTP Curvature Risk Position Down CSR Sec non-CTP Curvature Risk Position Scenario CSR Sec non-CTP Curvature Risk Position Up CSR Sec non-CTP Curvature Risk Weight CSR Sec non-CTP Curvature Sb CSR Sec non-CTP Curvature shock-down prices CSR Sec non-CTP Curvature shock-down prices Delta