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csr-non-sec Curvature Bucket Scenario
Description |
Indicates which scenario at the bucket level - up or down - resulted in the worst loss for the curvature risk factor |
The measure CSR non-Sec Curvature Bucket Scenario can be replicated by evaluating CSR non-Sec Curvature Risk Position Scenario at the CSR non-Sec Buckets level.
See also