> ## 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.

# 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

<Badge color="gray" size="lg">[sbm](../tags/sbm)</Badge>

|                 |                                                                                                                                           |
| --------------- | ----------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The CSR non-Sec delta for trades having curvature risk                                                                                    |
| **Reference**   | [\[MAR21.5\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_5) |
| **Notation**    | $s_{ik}$                                                                                                                                  |

This measure matches **CSR non-Sec Delta Sensitivities** for trades  and risk factors having curvature risk charges.