CSR Sec non-CTP Curvature Bucket Scenario

sbm
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 non-CTP Curvature Bucket Scenario can be replicated by evaluating CSR Sec non-CTP Curvature Risk Position Scenario at the CSR Sec non-CTP Buckets level.

See also