The “long” and “short” measure variations are used with the SBM Delta sensitivities. They were introduced for the EBA reporting template. In evaluating these measures, Delta sensitivities are aggregated to the risk-factor level, then sorted into “long” or “short” depending on if the aggregate sensitivities are positive or negative.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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