Navigation : test ../ test user-getting-started.html Getting started test ../ test release-notes.html Release and migration notes test ../ test cube.html Cube reference test ../ test cube/context_values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/additional-margin.html -- Additional Margin test ../ test cube/measures/bucket-level-margin.html -- Bucket level margin test ../ test cube/measures/interim-results.html -- Interim results test ../ test cube/measures/interim-results/concentration-risk-factor.html --- Concentration risk factor test ../ test cube/cr_b_ir.html ---- CR_b_IR test ../ test cube/cr_k_commodity.html ---- CR_k_Commodity test ../ test cube/cr_k_creditnonq.html ---- CR_k_CreditNonQ test ../ test cube/cr_k_creditq.html ---- CR_k_CreditQ test ../ test cube/cr_k_equity_delta.html ---- CR_k_Equity_Delta test ../ test cube/cr_k_fx.html ---- CR_k_FX test ../ test cube/vcr_b_ir.html ---- VCR_b_IR test ../ test cube/vcr_k_commodityvol.html ---- VCR_k_CommodityVol test ../ test cube/vcr_k_creditnonq.html ---- VCR_k_CreditNonQ test ../ test cube/vcr_k_creditvol.html ---- VCR_k_CreditVol test ../ test cube/vcr_k_equityvol.html ---- VCR_k_EquityVol test ../ test cube/vcr_k_fxvol.html ---- VCR_k_FXVol test ../ test cube/measures/interim-results/curvature.html --- Curvature test ../ test cube/measures/interim-results/parameters.html --- Parameters test ../ test cube/measures/interim-results/sb.html --- Sb test ../ test cube/measures/interim-results/volatilities.html --- Volatilities test ../ test cube/measures/risk-class-level-margin.html -- Risk class level margin test ../ test cube/measures/schedule.html -- Schedule test ../ test cube/measures/sensitivities.html -- Sensitivities test ../ test cube/measures/sensitivity-level-margin.html -- Sensitivity level margin test ../ test cube/measures/weighted-sensitivities.html -- Weighted sensitivities test ../ test cube/additional-margin.html -- Additional Margin test ../ test cube/count.html -- Count test ../ test cube/fxrate.html -- FxRate test ../ test cube/simm.html -- SIMM test ../ test cube/total-im.html -- Total IM test ../ test cube/total-im-segregated.html -- Total IM Segregated test ../ test cube/total-im-unsegregated.html -- Total IM Unsegregated test ../ test cube/worst-regulation.html -- Worst Regulation test ../ test calculations.html Calculations guide test ../ test input-files.html Input file formats test ../ test datastores.html Datastores test ../ test what-if.html What-If test ../ test widgets.html Widgets CR_k_Equity_Delta Description Concentration risk factor for Risk_Equity Hierarchies required in the view [RegulatoryBuckets].[RegulatoryBuckets][Risk].[Regulatory Risk Factors] Notation $CR_k$ Formula $$CR_k = max\left ( 1, \sqrt{\frac{|s_{k}|}{T_b}} \right )$$ CR_k_CreditQ CR_k_FX