| Description | The net curvature risk requirement in a bucket |
| Variations | high-low |
| Hierarchies required in the view | CSR non-Sec Buckets |
| Reference | [MAR21.5] |
| Notation | Sb |
| Formula | Sb=k∑CVRk+when scenario is upward, Sb=k∑CVRk−when scenario is downward |
CSR non-sec curvature sb
The CSR non-Sec Curvature Sb (S_b) measure in FRTBCombinedCube, the net curvature risk requirement in a CSR non-Sec bucket, aggregating CVR values for the selected upward or downward scenario