| Description | The valuation impact of the downward scenario |
| Reference | [MAR21.5] |
| Notation |
CSR non-sec curvature shock-down prices
The CSR non-Sec Curvature Shock-Down Prices measure in FRTBCombinedCube, showing the trade valuation impact when CSR non-Sec risk factors are shocked downward per Basel MAR21.5