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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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sbm
DescriptionThe correlation scenario used for the SBM Risk Charge
Reference[MAR21.7]
This string-valued measure indicates which correlation scenario had the highest Risk Charge and hence was selected for the SBM risk Charge. It can take values “low”, “medium” and “high”. If the Correlation Scenario hierarchy is used, you can fix the scenario to High, Low, Medium or reference.