Navigation : test ../ test user-getting-started.html Getting started test ../ test user-getting-started/whats-new.html - What's New? test ../ test user-getting-started/about-simm-accelerator.html - About the Accelerator test ../ test user-getting-started/deadlock-partitions-for-reference-stores-workaround.html - Workaround for deadlock issue when attempting to create partitions for reference stores test ../ test user-getting-started/about-guide.html - About this guide test ../ test user-getting-started/pdf.html - PDF test ../ test release-notes.html Release Notes test ../ test cube.html Cube reference test ../ test cube/context_values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/additional-margin.html -- Additional Margin test ../ test cube/measures/bucket-level-margin.html -- Bucket level margin test ../ test cube/measures/interim-results.html -- Interim results test ../ test cube/measures/risk-class-level-margin.html -- Risk class level margin test ../ test cube/measures/schedule.html -- Schedule test ../ test cube/measures/sensitivities.html -- Sensitivities test ../ test cube/cvr_k_risk_commodityvol.html --- CVR_k_Risk_CommodityVol test ../ test cube/cvr_k_risk_equityvol.html --- CVR_k_Risk_EquityVol test ../ test cube/cvr_risk_creditvol.html --- CVR_Risk_CreditVol test ../ test cube/cvr_risk_creditvolnonq.html --- CVR_Risk_CreditVolNonQ test ../ test cube/cvr_risk_fxvol.html --- CVR_Risk_FXVol test ../ test cube/cvr_risk_inflationvol.html --- CVR_Risk_InflationVol test ../ test cube/cvr_risk_irvol.html --- CVR_Risk_IRVol test ../ test cube/risk_basecorr.html --- Risk_BaseCorr test ../ test cube/risk_commodity.html --- Risk_Commodity test ../ test cube/risk_commodityvol.html --- Risk_CommodityVol test ../ test cube/risk_creditnonq.html --- Risk_CreditNonQ test ../ test cube/risk_creditq.html --- Risk_CreditQ test ../ test cube/risk_creditvol.html --- Risk_CreditVol test ../ test cube/risk_creditvolnonq.html --- Risk_CreditVolNonQ test ../ test cube/risk_equity.html --- Risk_Equity test ../ test cube/risk_equityvol.html --- Risk_EquityVol test ../ test cube/risk_fx.html --- Risk_FX test ../ test cube/risk_fxvol.html --- Risk_FXVol test ../ test cube/risk_generic.html --- Risk_Generic test ../ test cube/risk_inflation.html --- Risk_Inflation test ../ test cube/risk_inflationvol.html --- Risk_InflationVol test ../ test cube/risk_ircurve.html --- Risk_IRCurve test ../ test cube/risk_irvol.html --- Risk_IRVol test ../ test cube/risk_xccybasis.html --- Risk_XCcyBasis test ../ test cube/vr_ik_commodity.html --- VR_ik_Commodity test ../ test cube/vr_ik_equity.html --- VR_ik_Equity test ../ test cube/vr_ik_fx.html --- VR_ik_FX test ../ test cube/measures/sensitivity-level-margin.html -- Sensitivity level margin test ../ test cube/measures/weighted-sensitivities.html -- Weighted sensitivities test ../ test cube/additional-margin.html -- Additional Margin test ../ test cube/count.html -- Count test ../ test cube/fxrate.html -- FxRate test ../ test cube/simm.html -- SIMM test ../ test cube/total-im.html -- Total IM test ../ test cube/worst-regulation.html -- Worst Regulation test ../ test calculations.html Calculations guide test ../ test input-files.html Input file formats test ../ test datastores.html Datastores test ../ test what-if.html What-If test ../ test widgets.html Widgets CVR_Risk_CreditVol Description Curvature sensitivities corresponding to the RiskType Risk_CreditVol Formula CVRi,k=∑jSF(tkj)⋅σkj⋅∂Vi∂σ CVR_k_Risk_EquityVol CVR_Risk_CreditVolNonQ