# FRTB SBA Delta calculation for GIIR

In FRTB Sensitivity based approach delta calcualtion forg GIIR we have the defined vertices 3M, 6M 1Y, 2Y,5Y,10Y,15Y,20Y,30Y. Say for USD bucket we have risk factors as USD-OIS and USD-3M curve, when calculating the delta at 6M for USD-3M do we shift the current USD-3M curve at 6M tenor by 1 bp, I am cofnused as i keep seeing PVO1 and DVO1 which are paralllel shifts to the curve and may mean that shift the forward USD-3M curve at the 6M tenor by parrallel shift of 1bp, which of these is correct? Also it mentions that the curvature risk is simpler and there is a parallel shift, what does it mean by this. Thanks.