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   CSR Sec non-CTP Curvature Delta Weighted Sensitivities
    
        
            | Description | 
            The delta effect which will be removed from curvature shocked scenario PL | 
        
        
        
        
        
        
        
		 
        
            | Reference | 
            [MAR21.5] | 
        
        
    
          
          
          
        
        
            | Notation | 
            $WS_k$ | 
        
        
        
        
            | Formula | 
            $$RW_k^{(curvature)} \cdot s_{ik}$$ | 
        
        
    
 
This measure matches CSR sec non-CTP Delta Sensitivities for trades and risk factors having curvature risk charges.
See also