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

See also