Crypto 2a Curvature CVR

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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 Crypto 2a Curvature CVR can be replicated by selecting either the Crypto 2a Curvature CVR Up or Crypto 2a Curvature CVR Down based on the scenario value of Crypto 2a Curvature Bucket Scenario

See also