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/weighted-sensitivities/hdg.html ---- Weighted Sensitivities of Hedges test ../ test cube/ccs-wtd-delta-hdg.html ----- CCS Wtd Delta Hdg test ../ test cube/comm-wtd-delta-hdg.html ----- COMM Wtd Delta Hdg test ../ test cube/comm-wtd-vega-hdg.html ----- COMM Wtd Vega Hdg test ../ test cube/eq-wtd-delta-hdg.html ----- EQ Wtd Delta Hdg test ../ test cube/eq-wtd-vega-hdg.html ----- EQ Wtd Vega Hdg test ../ test cube/fx-wtd-delta-hdg.html ----- FX Wtd Delta Hdg test ../ test cube/fx-wtd-vega-hdg.html ----- FX Wtd Vega Hdg test ../ test cube/ir-wtd-delta-hdg.html ----- IR Wtd Delta Hdg test ../ test cube/ir-wtd-vega-hdg.html ----- IR Wtd Vega Hdg test ../ test cube/rcs-wtd-delta-hdg.html ----- RCS Wtd Delta Hdg test ../ test cube/rcs-wtd-vega-hdg.html ----- RCS Wtd Vega Hdg test ../ test cube/measures/sa-measures/weighted-sensitivities/cva.html ---- Weighted CVA Sensitivities test ../ test cube/ccs-wtd-delta-net.html ---- CCS Wtd Delta Net test ../ test cube/comm-wtd-delta-net.html ---- COMM Wtd Delta Net test ../ test cube/comm-wtd-vega-net.html ---- COMM Wtd Vega Net test ../ test cube/eq-wtd-delta-net.html ---- EQ Wtd Delta Net test ../ test cube/eq-wtd-vega-net.html ---- EQ Wtd Vega Net test ../ test cube/fx-wtd-delta-net.html ---- FX Wtd Delta Net test ../ test cube/fx-wtd-vega-net.html ---- FX Wtd Vega Net test ../ test cube/ir-wtd-delta-net.html ---- IR Wtd Delta Net test ../ test cube/ir-wtd-vega-net.html ---- IR Wtd Vega Net test ../ test cube/rcs-wtd-delta-net.html ---- RCS Wtd Delta Net test ../ test cube/rcs-wtd-vega-net.html ---- RCS Wtd Vega Net 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/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 RCS Wtd Delta Hdg Description Weighted Reference credit spread delta of the hedge trades Reference [MAR50.50] Notation $WS_k^{Hdg}$ Formula $$s_k^{Hdg} \cdot RW_k$$ IR Wtd Vega Hdg RCS Wtd Vega Hdg