Navigation :
CSR non-Sec Curvature CVR
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 non-Sec Curvature CVR can be replicated by selecting either the CSR non-Sec Curvature CVR Up or CSR non-Sec Curvature CVR Down based on the scenario value of CSR non-Sec Curvature Bucket Scenario
See also