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CSR Sec CTP 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 Sec CTP Curvature Bucket Scenario can be replicated by evaluating CSR Sec CTP Curvature Risk Position Scenario at the CSR Sec CTP Buckets level.
See also