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/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-ctp/curvature.html ---- Curvature test ../ test cube/measures/standardisedapproach/csr-sec-ctp/delta.html ---- Delta test ../ test cube/measures/standardisedapproach/csr-sec-ctp/vega.html ---- Vega test ../ test cube/csr-sec-ctp-vega-risk-charge.html ----- CSR Sec CTP Vega Risk Charge test ../ test cube/csr-sec-ctp-vega-risk-position.html ----- CSR Sec CTP Vega Risk Position test ../ test cube/csr-sec-ctp-vega-risk-position-correlations.html ----- CSR Sec CTP Vega Risk Position Correlations test ../ test cube/csr-sec-ctp-vega-risk-position-double-sums.html ----- CSR Sec CTP Vega Risk Position Double Sums test ../ test cube/csr-sec-ctp-vega-risk-weight.html ----- CSR Sec CTP Vega Risk Weight test ../ test cube/csr-sec-ctp-vega-sensitivities.html ----- CSR Sec CTP Vega Sensitivities test ../ test cube/csr-sec-ctp-vega-weighted-sensitivities.html ----- CSR Sec CTP Vega Weighted Sensitivities 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 CSR Sec CTP Vega Weighted Sensitivities sbm Description The weighted CSR Sec CTP vega Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also CSR Sec CTP Vega Risk Position CSR Sec CTP Vega Risk Position Correlations CSR Sec CTP Vega Risk Position Double Sums CSR Sec CTP Vega Risk Weight CSR Sec CTP Vega Sensitivities CSR Sec CTP Vega Sensitivities CSR Sec non-CTP