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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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sbm
DescriptionIndicates which scenario at the bucket level - up or down - resulted in the worst loss for the curvature risk factor
The measure CSR non-Sec Curvature Bucket Scenario can be replicated by evaluating CSR non-Sec Curvature Risk Position Scenario at the CSR non-Sec Buckets level.