Commodity Curvature CVR

sbm
Description The valuation impact of the upward or downward scenario for curvature risk factors based on the curvature scenario at the bucket level

The measure Commodity Curvature CVR can be replicated by selecting either the Commodity Curvature CVR Up or Commodity Curvature CVR Down based on the scenario value of Commodity Curvature Bucket Scenario

See also