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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 Sec CTP Curvature Bucket Scenario can be replicated by evaluating CSR Sec CTP Curvature Risk Position Scenario at the CSR Sec CTP Buckets level.