| Description | The valuation impact of the upward or downward scenario for curvature risk factors based on the curvature scenario at the bucket level |
Commodity curvature CVR
The Commodity Curvature CVR measure in FRTBCombinedCube, showing the net valuation impact of the worst-case upward or downward curvature scenario for the Commodity risk class
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The measure Commodity Curvature CVR can be replicated by selecting either the Commodity Curvature CVR Up or Commodity Curvature CVR Down based on the scenario value of Commodity Curvature Bucket Scenario