Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/using-this-guide.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/frtb-data-model.html - FRTB Data Model test ../ test getting-started/directquery.html - DirectQuery test ../ test configuration.html Configuration files test ../ test datastore.html Data Stores test ../ test database.html Database test ../ test input-files.html Input Data test ../ test tutorials.html Tutorials test ../ test tutorials/data-sanity-check.html - Data Sanity Check test ../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../ test interpret-impl.html Interpretation and Implementation of the MAR standard test ../ test cube.html Analytics Reference test ../ test cube/measures.html - Measures test ../ test cube/measures/measure-variations.html -- Measure variations test ../ test cube/measures/standardisedapproach.html -- StandardisedApproach test ../ test cube/measures/standardisedapproach/aggregated-riskcharge-by-class.html --- Aggregated RiskCharge by Class test ../ test cube/measures/standardisedapproach/commodity.html --- Commodity test ../ test cube/count.html --- Count test ../ test cube/measures/standardisedapproach/csr-non-sec.html --- CSR non-Sec test ../ test cube/measures/standardisedapproach/csr-sec-ctp.html --- CSR Sec CTP test ../ test cube/measures/standardisedapproach/csr-sec-ctp/curvature.html ---- Curvature test ../ test cube/csr-sec-ctp-curvature-cvr-down.html ----- CSR Sec CTP Curvature CVR Down test ../ test cube/csr-sec-ctp-curvature-cvr-up.html ----- CSR Sec CTP Curvature CVR Up test ../ test cube/csr-sec-ctp-curvature-delta-sensitivities.html ----- CSR Sec CTP Curvature Delta Sensitivities test ../ test cube/csr-sec-ctp-curvature-delta-weighted-sensitivities.html ----- CSR Sec CTP Curvature Delta Weighted Sensitivities test ../ test cube/csr-sec-ctp-curvature-risk-charge.html ----- CSR Sec CTP Curvature Risk Charge test ../ test cube/csr-sec-ctp-curvature-risk-position.html ----- CSR Sec CTP Curvature Risk Position test ../ test cube/csr-sec-ctp-curvature-risk-position-down.html ----- CSR Sec CTP Curvature Risk Position Down test ../ test cube/csr-sec-ctp-curvature-risk-position-scenario.html ----- CSR Sec CTP Curvature Risk Position Scenario test ../ test cube/csr-sec-ctp-curvature-risk-position-up.html ----- CSR Sec CTP Curvature Risk Position Up test ../ test cube/csr-sec-ctp-curvature-risk-weight.html ----- CSR Sec CTP Curvature Risk Weight test ../ test cube/csr-sec-ctp-curvature-sb.html ----- CSR Sec CTP Curvature Sb test ../ test cube/csr-sec-ctp-curvature-shock-down-prices.html ----- CSR Sec CTP Curvature shock-down prices test ../ test cube/csr-sec-ctp-curvature-shock-up-prices.html ----- CSR Sec CTP Curvature shock-up prices test ../ test cube/measures/standardisedapproach/csr-sec-ctp/delta.html ---- Delta test ../ test cube/measures/standardisedapproach/csr-sec-ctp/vega.html ---- Vega test ../ test cube/measures/standardisedapproach/csr-sec-non-ctp.html --- CSR Sec non-CTP test ../ test cube/measures/standardisedapproach/drc.html --- DRC test ../ test cube/measures/standardisedapproach/equity.html --- Equity test ../ test cube/measures/standardisedapproach/fx.html --- FX test ../ test cube/measures/standardisedapproach/girr.html --- GIRR test ../ test cube/notional.html --- Notional test ../ test cube/notional-original-currency.html --- Notional (Original Currency) test ../ test cube/notional-original-currency-drc.html --- Notional (Original Currency) DRC test ../ test cube/notional-drc.html --- Notional DRC test ../ test cube/pv.html --- PV test ../ test cube/pv-drc.html --- PV DRC test ../ test cube/pv.ccy.html --- PV.CCY test ../ test cube/measures/standardisedapproach/rrao.html --- RRAO test ../ test cube/timestamp.html --- Timestamp test ../ test cube/measures/stresscalibration.html -- StressCalibration test ../ test cube/dimensions.html - Dimensions 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 limits.html Limit monitoring test ../ test sign-off.html Sign-Off Approvals test ../ test what-if.html What-If Analysis test ../ test pdf-guides.html PDF Guides test ../ test glossary.html Glossary CSR Sec CTP Curvature Risk Weight sbm Description The risk weights applied in curvature calculations Hierarchies required in the view [Buckets].[CSR Sec CTP Buckets] Reference [MAR21.5] Notation $RW_k^{(curvature)}$ 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 Sb CSR Sec CTP Curvature shock-down prices CSR Sec CTP Curvature shock-up prices CSR Sec CTP Curvature Risk Position Up CSR Sec CTP Curvature Sb