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Crypto 2a Curvature Risk Position Up
| Description |
The bucket level capital requirement under the upward scenario |
| Variations |
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| Hierarchies required in the view |
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| Reference |
[SCO60.80] |
| Notation |
$K_{b}^{+} $ |
| Formula |
$$K_{b}^{+} = \sum _{k\in b} max(CVR_k^{+},0)$$ |
See also