> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# IR K delta

<table><tr><th>Description</th><td>Capital charge for Interest rate delta</td></tr><tr><th>Variations</th><td><ul><li><a href="./incremental">incremental</a></li></ul></td></tr><tr><th>Reference</th><td><a href="https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708#paragraph_MAR_50_20230101_50_53">\[MAR50.53]</a></td></tr><tr><th>Notation</th><td>$K$</td></tr><tr><th>Formula</th><td>$K=m_{CVA} \cdot \sqrt{\sum _{b} K_{b}^{2} + \sum _{b}\sum _{b\neq c}\gamma_{bc}\cdot S_b \cdot S_c}$</td></tr></table>