The Scenario Up/Down PV.CCY measures are vectors of shocked prices indexed by risk weight. For each Sensitivity Currency, the Shock Up/Down prices are converted to the reference currency using the IFxRates API. After this currency conversion, the values are aggregated for each Bucket. If the Counter Currency for a Risk Factor does not equal the reporting currency, then filtering may be used. See Base Currency and Jurisdiction.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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