> ## 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 position up

> The CSR non-Sec Curvature Risk Position Up (K_b+) in FRTBCombinedCube, the bucket-level curvature capital requirement under the upward scenario per Basel MAR21.5

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

|                                      |                                                                                                                                                                                                        |
| ------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
| **Description**                      | The bucket level capital requirement under the upward scenario                                                                                                                                         |
| **Variations**                       | [high-low](./high-low)                                                                                                                                                                                 |
| **Hierarchies required in the view** | [CSR non-Sec Buckets](./csr-non-sec-buckets)                                                                                                                                                           |
| **Reference**                        | [\[MAR21.5\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_5)                                                              |
| **Notation**                         | $K_{b}^{+} $                                                                                                                                                                                           |
| **Formula**                          | $\displaystyle K_{b}^{+} =\sqrt{max\left(0,\sum _{k\in b} max(CVR_k^{+},0)^{2} +\sum _{k\in b}\sum _{l\in b, l\neq k}\rho_{kl}\cdot CVR_k^{+} \cdot CVR_l^{+} \cdot \psi(CVR_k^{+},CVR_l^{+})\right)}$ |