Navigation : test ../ test about.html About test ../ test about/qis-quick-start_qisonly.html - Quick Start test ../ test input-files.html Input Data test ../ test tutorials.html Tutorials test ../ test tutorials/how-to-prepare-data-for-qis.html - How to Prepare Data for QIS test ../ test tutorials/data-sanity-check.html - Data Sanity Check test ../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../ test interpret-impl.html Interpretation and Implementation of the MAR standard test ../ test cube.html Analytics Reference test ../ test cube/measures.html - Measures test ../ test cube/measures/standardisedapproach.html -- StandardisedApproach test ../ test cube/measures/standardisedapproach/aggregated-riskcharge-by-class.html --- Aggregated RiskCharge by Class test ../ test cube/measures/standardisedapproach/commodity.html --- Commodity test ../ test cube/measures/standardisedapproach/commodity/curvature.html ---- Curvature test ../ test cube/measures/standardisedapproach/commodity/delta.html ---- Delta test ../ test cube/commodity-delta-risk-charge.html ----- Commodity Delta Risk Charge test ../ test cube/commodity-delta-risk-position.html ----- Commodity Delta Risk Position test ../ test cube/commodity-delta-risk-position-correlations.html ----- Commodity Delta Risk Position Correlations test ../ test cube/commodity-delta-risk-position-double-sums.html ----- Commodity Delta Risk Position Double Sums test ../ test cube/commodity-delta-risk-weight.html ----- Commodity Delta Risk Weight test ../ test cube/commodity-delta-sensitivities.html ----- Commodity Delta Sensitivities test ../ test cube/commodity-delta-weighted-sensitivities.html ----- Commodity Delta Weighted Sensitivities test ../ test cube/measures/standardisedapproach/commodity/vega.html ---- Vega test ../ test cube/measures/standardisedapproach/csr-non-sec.html --- CSR non-Sec test ../ test cube/measures/standardisedapproach/csr-sec-ctp.html --- CSR Sec CTP test ../ test cube/measures/standardisedapproach/csr-sec-non-ctp.html --- CSR Sec non-CTP test ../ test cube/measures/standardisedapproach/drc.html --- DRC test ../ test cube/measures/standardisedapproach/equity.html --- Equity test ../ test cube/measures/standardisedapproach/fx.html --- FX test ../ test cube/measures/standardisedapproach/girr.html --- GIRR test ../ test cube/measures/standardisedapproach/rrao.html --- RRAO test ../ test cube/dimensions.html - Dimensions test ../ test glossary.html Glossary Commodity Delta Weighted Sensitivities sbm Description The weighted commodity delta Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also Commodity Delta Risk Charge Commodity Delta Risk Position Commodity Delta Risk Position Correlations Commodity Delta Risk Position Double Sums Commodity Delta Risk Weight Commodity Delta Sensitivities Commodity Delta Sensitivities Vega