CSR non-Sec Vega Risk Weight

sbm
Description The CSR non-Sec vega risk weights
Hierarchies required in the view
Reference [MAR21.92]
Notation $RW_k$
Formula $$RW_k = min\left [ RW_\sigma \cdot \frac{\sqrt{LH_{risk class}}}{\sqrt{10}}; 100 \% \right ]$$

See also