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Documentation Index

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sbm
DescriptionThe bucket level capital requirement under the upward 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)