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