| Description | Net curvature risk requirement in a bucket |
| Variations | high-low |
| Hierarchies required in the view | Commodity Buckets |
| Reference | [MAR21.5] |
| Notation | Sb |
| Formula | Sb=k∑CVRk+when scenario is upward, Sb=k∑CVRk−when scenario is downward |
Commodity curvature sb
The Commodity Curvature Sb (S_b) measure in FRTBCombinedCube, the net curvature risk requirement in a Commodity bucket, aggregating CVR values for the selected upward or downward scenario