> ## 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.

# Curvature

> CSR Sec non-CTP curvature SA measures in FRTBCombinedCube, including CVR up and down scenarios, curvature risk charge, bucket-level risk positions, risk weights, and scenario-based shock prices

<CardGroup cols={2}>
  <Card title="CSR Sec non-CTP Curvature Bucket Scenario" href="../../../../csr-sec-non-ctp-curvature-bucket-scenario">Indicates which scenario at the bucket level - up or down - resulted in the worst loss for the curvature risk factor</Card>
  <Card title="CSR Sec non-CTP Curvature CVR Down" href="../../../../csr-sec-non-ctp-curvature-cvr-down">The valuation impact of the downward scenario for curvature risk factors with delta effect removed</Card>
  <Card title="CSR Sec non-CTP Curvature CVR Up" href="../../../../csr-sec-non-ctp-curvature-cvr-up">The valuation impact of the downward scenario for curvature risk factors with delta effect removed</Card>
  <Card title="CSR Sec non-CTP Curvature CVR" href="../../../../csr-sec-non-ctp-curvature-cvr">The valuation impact of the upward or downward scenario for curvature risk factors based on the curvature scenario at the bucket level</Card>
  <Card title="CSR Sec non-CTP Curvature Delta Sensitivities" href="../../../../csr-sec-non-ctp-curvature-delta-sensitivities">The CSR sec non-CTP delta for trades having curvature risk</Card>
  <Card title="CSR Sec non-CTP Curvature Delta Weighted Sensitivities" href="../../../../csr-sec-non-ctp-curvature-delta-weighted-sensitivities">The delta effect which will be removed from curvature shocked scenario PL</Card>
  <Card title="CSR Sec non-CTP Curvature Risk Charge" href="../../../../csr-sec-non-ctp-curvature-risk-charge">The CSR Sec non-CTP curvature risk charge based on the 'Medium correlations' scenario</Card>
  <Card title="CSR Sec non-CTP Curvature Risk Position Down" href="../../../../csr-sec-non-ctp-curvature-risk-position-down">The bucket level capital requirement under the downward scenario</Card>
  <Card title="CSR Sec non-CTP Curvature Risk Position Scenario" href="../../../../csr-sec-non-ctp-curvature-risk-position-scenario">Indicates which scenario - up or down - resulted in the worst loss for a risk factor</Card>
  <Card title="CSR Sec non-CTP Curvature Risk Position Up" href="../../../../csr-sec-non-ctp-curvature-risk-position-up">The bucket level capital requirement under the upward scenario</Card>
  <Card title="CSR Sec non-CTP Curvature Risk Position" href="../../../../csr-sec-non-ctp-curvature-risk-position">The bucket-level capital charge for CSR Sec non-CTP curvature also known as risk position, under the 'Medium correlations' scenario</Card>
  <Card title="CSR Sec non-CTP Curvature Risk Weight" href="../../../../csr-sec-non-ctp-curvature-risk-weight">The risk weights applied in curvature calculations</Card>
  <Card title="CSR Sec non-CTP Curvature Sb" href="../../../../csr-sec-non-ctp-curvature-sb">The net curvature risk requirement in a bucket</Card>
  <Card title="CSR Sec non-CTP Curvature shock-down prices" href="../../../../csr-sec-non-ctp-curvature-shock-down-prices">The valuation impact of the downward scenario</Card>
  <Card title="CSR Sec non-CTP Curvature shock-up prices" href="../../../../csr-sec-non-ctp-curvature-shock-up-prices">the valuation impact of the upward scenario</Card>
</CardGroup>
