> ## 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 risk charge

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

|                 |                                                                                                                                           |
| --------------- | ----------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The risk charge for risk class CSR non-Sec across sensitivity types under the ‘Medium correlations’ scenario                              |
| **Variations**  | [euler](./euler), [incremental](./incremental), [pro\_rata](./pro_rata), [high-low](./high-low)                                           |
| **Reference**   | [\[MAR21.4\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4) |
| **Formula**     | $\displaystyle RiskCharge\_MediumCorr^{Delta}+RiskCharge\_MediumCorr^{Vega}+RiskCharge\_MediumCorr^{Curvature}$                           |