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

See also