| Description | Indicates which scenario at the bucket level - up or down - resulted in the worst loss for the curvature risk factor |
csr-non-sec curvature bucket scenario
The CSR non-Sec Curvature Bucket Scenario measure in FRTBCombinedCube, indicating whether the upward or downward scenario produced the worst curvature loss at the CSR non-Sec bucket level
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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.