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../../../../../../../ test interpret-impl/jurisdictions.html - Jurisdictions test ../../../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html - FRTB P&L Attribution Tests and Backtesting test ../../../../../../../ test interpret-impl/_footer.html - test ../../../../../../../ test pdf-guides.html PDF Guides test ../../../../../../../ test glossary.html Glossary Delta/Vega Weighted Sensitivities The Delta/Vega Weighted Sensitivities measures are $WS_k$ in [MAR21.4](3). For each Risk Factor $k$, the Delta/Vega Sensitivities measures are multiplied by the Delta/Vega Risk Weight. Delta/Vega/Curvature Risk Weight Curvature Delta Sensitivities