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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 GIRR Curvature Bucket Scenario can be replicated by evaluating GIRR Curvature Risk Position Scenario at the GIRR Buckets level.