| Description | The CSR non-Sec delta for trades having curvature risk |
| Reference | [MAR21.5] |
| Notation |
CSR non-sec curvature delta sensitivities
The CSR non-Sec Curvature Delta Sensitivities measure in FRTBCombinedCube, showing CSR non-Sec delta for trades with curvature risk, used as an input to CVR calculations per Basel MAR21.5
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This measure matches CSR non-Sec Delta Sensitivities for trades and risk factors having curvature risk charges.