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sbm
DescriptionThe bucket level capital requirement under the downward scenario
Variationshigh-low
Hierarchies required in the viewCrypto 2a Buckets
Reference[SCO60.80]
NotationKb−K_b^{-}
FormulaKb−=∑k∈bmax(CVRk−,0)\displaystyle K_{b}^{-} =\sum _{k\in b} max(CVR_k^{-},0)