CSR Sec CTP 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 CSR Sec CTP Curvature CVR can be replicated by selecting either the CSR Sec CTP Curvature CVR Up or CSR Sec CTP Curvature CVR Down based on the scenario value of CSR Sec CTP Curvature Bucket Scenario

See also