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