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CR_b_IR

Description	Concentration risk factor for interest rates delta. Please note that a value of 1 is applied as CR_b for Risk Type RIsk_XCcyBasis
Hierarchies required in the view	[RegulatoryBuckets].[RegulatoryBuckets]
Notation	$CR_b$
Formula	$CR_b = max\left ( 1, \sqrt{\frac{\|\sum_{k,i}s_{k,i}\|}{T_b}} \right )$