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Why are negative curvature pairs omitted from within bucket and across bucker covariances under forthcoming SA for market risk?

Why are negative curvature pairs omitted from within bucket and across bucker covariances under forthcoming SA for market risk?

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In the context of the Standardized Approach SA for market risk under the Basel framework negative curvature pairs are omitted from withinbucket and ac... blur-text-image

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