> ## 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 delta sensitivities

The **[Curvature Delta Sensitivities](../../../../../../../cube/commodity-curvature-delta-sensitivities)**
measure is $s_{ik}$ in [MAR21.5](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_5)(2)(f).

For each Curvature **Risk Factor** $k$, it is all the **Delta
Sensitivities** with the same **Commodity** as the risk factor,
filtered by **Optionality**.