| Description | The bucket level capital requirement under the downward scenario |
| Variations | high-low |
| Hierarchies required in the view | Crypto 2a Buckets |
| Reference | [SCO60.80] |
| Notation | Kb− |
| Formula | Kb−=k∈b∑max(CVRk−,0) |
Documentation Index
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| Description | The bucket level capital requirement under the downward scenario |
| Variations | high-low |
| Hierarchies required in the view | Crypto 2a Buckets |
| Reference | [SCO60.80] |
| Notation | Kb− |
| Formula | Kb−=k∈b∑max(CVRk−,0) |
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