> ## 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 sec non-CTP curvature sb

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

|                                      |                                                                                                                                           |
| ------------------------------------ | ----------------------------------------------------------------------------------------------------------------------------------------- |
| **Description**                      | The net curvature risk requirement in a bucket                                                                                            |
| **Variations**                       | [high-low](./high-low)                                                                                                                    |
| **Hierarchies required in the view** | [CSR Sec non-CTP Buckets](./csr-sec-non-ctp-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**                         | $S_b$                                                                                                                                     |
| **Formula**                          | $\displaystyle S_b = \sum_k CVR_k^{+}\text{when scenario is upward, } \\ S_b = \sum_k CVR_k^{-}\text{when scenario is downward} $         |