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sbm
DescriptionThe valuation impact of the upward or downward scenario for curvature risk factors based on the curvature scenario at the bucket level
The measure CSR Sec non-CTP Curvature CVR can be replicated by selecting either the CSR Sec non-CTP Curvature CVR Up or CSR Sec non-CTP Curvature CVR Down based on the scenario value of CSR Sec non-CTP Curvature Bucket Scenario