| Description | The delta effect which will be removed from curvature shocked scenario PL |
| Reference | [MAR21.5] |
| Notation | |
| Formula |
CSR non-sec curvature delta weighted sensitivities
The CSR non-Sec Curvature Delta Weighted Sensitivities measure in FRTBCombinedCube, computing the delta effect (RW_k x s_ik) subtracted from curvature shocked PL per Basel MAR21.5
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