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Dimensions test ../ test what-if.html What-If Analysis test ../ test datastore.html Data Stores test ../ test input-files.html Input Files 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 dev/dev-sign-off.html - Sign-Off 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 GIRR Curvature shock-down prices sbm Description The valuation impact of the downward scenario Reference [MAR21.5] Notation $V_i \left (x_k^{(RW^{(curvature)}-)} \right ) - V_i(x_k)$ See also GIRR Curvature CVR Down GIRR Curvature CVR Up GIRR Curvature Delta Sensitivities GIRR Curvature Delta Weighted Sensitivities GIRR Curvature Risk Charge GIRR Curvature Risk Position GIRR Curvature Risk Position Down GIRR Curvature Risk Position Scenario GIRR Curvature Risk Position Up GIRR Curvature Risk Weight GIRR Curvature Sb GIRR Curvature shock-up prices GIRR Curvature Sb GIRR Curvature shock-up prices