Navigation : test ../ test user-ref.html User & Reference Guide test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-release/release-notes.html -- Release notes test ../ test dev/dev-release/migrate-4.0.html -- Migration notes 4.0 test ../ test dev/dev-getting-started.html - Getting started test ../ test dev/dev-extensions.html - Extending Atoti CVA Risk Capital test ../ test user-getting-started.html Getting started test ../ test user-getting-started/about-guide.html - Using this guide test ../ test user-getting-started/pdf.html - PDF guides test ../ test user-getting-started/about-cvarc.html - About the Solution test ../ test user-getting-started/whats-new.html - What's New test ../ test user-getting-started/bookmarks.html - Bookmarks test ../ test cube.html Cube reference test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/shared-measures.html -- Measures - Combined cube test ../ test cube/measures/ba-measures.html -- BA Measures test ../ test cube/measures/sa-measures.html -- SA Measures test ../ test cube/measures/sa-measures/weighted-sensitivities.html --- Net Weighted Sensitivities test ../ test cube/measures/sa-measures/sensitivities.html --- Sensitivities test ../ test cube/measures/sa-measures/sensitivities/cva.html ---- CVA sensitivities test ../ test cube/measures/sa-measures/sensitivities/hdg.html ---- Hdg Sensitivities test ../ test cube/ccs-delta.html ---- CCS Delta test ../ test cube/comm-delta.html ---- COMM Delta test ../ test cube/comm-vega.html ---- COMM Vega test ../ test cube/eq-delta.html ---- EQ Delta test ../ test cube/eq-vega.html ---- EQ Vega test ../ test cube/fx-delta.html ---- FX Delta test ../ test cube/fx-vega.html ---- FX Vega test ../ test cube/ir-delta.html ---- IR Delta test ../ test cube/ir-vega.html ---- IR Vega test ../ test cube/rcs-delta.html ---- RCS Delta test ../ test cube/rcs-vega.html ---- RCS Vega test ../ test cube/measures/sa-measures/bucket-level-charges.html --- Bucket-level capital charge test ../ test cube/measures/sa-measures/capital.html --- Capital test ../ test cube/measures/sa-measures/sa-supervisory-parameters.html --- Supervisory Parameters test ../ test cube/measures/sa-measures/technical-sa.html --- Technical - SA Measures test ../ test regulatory-calcs.html Regulatory calculations test ../ test input-files.html Input file formats test ../ test what-if.html What-If test ../ test widgets.html Widgets CCS Delta Description Counterparty credit spread delta from the upstream risk system (input data). See [MAR50.65] for the definition. Reference [MAR50.47] Notation $s_k$ Formula $$s_k =s_k^{Hdg}+s_k^{CVA}$$ RCS Vega Hdg COMM Delta