| Description | Indicates which scenario at the bucket level - up or down - resulted in the worst loss for the curvature risk factor |
Commodity curvature bucket scenario
The Commodity Curvature Bucket Scenario measure in FRTBCombinedCube, indicating whether the upward or downward scenario produced the worst curvature loss at the Commodity bucket level
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The measure Commodity Curvature Bucket Scenario can be replicated by evaluating Commodity Curvature Risk Position Scenario at the Commodity Buckets level.