> ## 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/crypto-2a-curvature-delta-sensitivities)**
measure is defined in [SCO60.79](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_79).

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