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-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/bucket-level-charges.html --- Bucket-level capital charge test ../../../../../ test cube/measures/sa-measures/capital.html --- Capital test ../../../../../ test cube/measures/sa-measures/capital/interim-capital.html ---- Interim - Capital test ../../../../../ test cube/measures/sa-measures/capital/interim-capital/squared-kb.html ----- Kb^2 test ../../../../../ test cube/measures/sa-measures/capital/interim-capital/sb-measures.html ----- Sb test ../../../../../ test cube/measures/sa-measures/capital/interim-capital/sb-product.html ----- Sb x Sc test ../../../../../ test cube/comm-sb-x-sc-delta.html ------ COMM Sb x Sc Delta test ../../../../../ test cube/comm-sb-x-sc-vega.html ------ COMM Sb x Sc Vega test ../../../../../ test cube/eq-sb-x-sc-delta.html ------ EQ Sb x Sc Delta test ../../../../../ test cube/eq-sb-x-sc-vega.html ------ EQ Sb x Sc Vega test ../../../../../ test cube/fx-sb-x-sc-delta.html ------ FX Sb x Sc Delta test ../../../../../ test cube/fx-sb-x-sc-vega.html ------ FX Sb x Sc Vega test ../../../../../ test cube/ir-sb-x-sc-delta.html ------ IR Sb x Sc Delta test ../../../../../ test cube/ir-sb-x-sc-vega.html ------ IR Sb x Sc Vega test ../../../../../ test cube/rcs-sb-x-sc-delta.html ------ RCS Sb x Sc Delta test ../../../../../ test cube/rcs-sb-x-sc-vega.html ------ RCS Sb x Sc Vega test ../../../../../ test cube/aggregate-sa-capital.html ---- Aggregate SA Capital test ../../../../../ test cube/comm-k-delta.html ---- COMM K Delta test ../../../../../ test cube/comm-k-vega.html ---- COMM K Vega test ../../../../../ test cube/eq-k-delta.html ---- EQ K Delta test ../../../../../ test cube/eq-k-vega.html ---- EQ K Vega test ../../../../../ test cube/fx-k-delta.html ---- FX K Delta test ../../../../../ test cube/fx-k-vega.html ---- FX K Vega test ../../../../../ test cube/ir-k-delta.html ---- IR K Delta test ../../../../../ test cube/ir-k-vega.html ---- IR K Vega test ../../../../../ test cube/rcs-k-delta.html ---- RCS K Delta test ../../../../../ test cube/rcs-k-vega.html ---- RCS K Vega 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 Sb x Sc This folder contains Product Sums of Capped Net Weighted Sensitivity for each risk class/ sensitivity type: $$\sum_{b}\sum_{c\neq b} S_b \cdot S_c$$ RCS Sb Vega COMM Sb x Sc Delta