> ## 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 risk charge

> The CSR non-Sec Curvature Risk Charge in FRTBCombinedCube, the SA curvature capital charge for the CSR non-Sec risk class under medium correlations per Basel MAR21.5, with Euler, Incremental, and High-Low variations

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

|                 |                                                                                                                                                                  |
| --------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The CSR non-Sec curvature risk charge based on the ‘Medium correlations’ scenario                                                                                |
| **Variations**  | [incremental](./incremental), [euler](./euler), [high-low](./high-low), [pro\_rata](./pro_rata), [netted](./netted), [reported](./reported)                      |
| **Reference**   | [\[MAR21.5\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_5)                        |
| **Notation**    | $Curvature risk$                                                                                                                                                 |
| **Formula**     | $\displaystyle Curvature\ risk = \sqrt{max\left ( 0,\sum _{b} K_{b}^{2} + \sum _{b}\sum _{c\neq b}\gamma_{bc}\cdot S_b \cdot S_c \cdot \psi (S_b,S_c) \right )}$ |