| Description | The valuation impact of the upward or downward scenario for curvature risk factors based on the curvature scenario at the bucket level |
CSR non-sec curvature CVR
The CSR non-Sec Curvature CVR measure in FRTBCombinedCube, showing the net valuation impact of the worst-case upward or downward curvature scenario for the CSR non-Sec risk class
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The measure CSR non-Sec Curvature CVR can be replicated by selecting either the CSR non-Sec Curvature CVR Up or CSR non-Sec Curvature CVR Down based on the scenario value of CSR non-Sec Curvature Bucket Scenario