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/drc.html --- DRC test ../ test cube/measures/standardisedapproach/equity.html --- Equity test ../ test cube/measures/standardisedapproach/equity/curvature.html ---- Curvature test ../ test cube/measures/standardisedapproach/equity/delta.html ---- Delta test ../ test cube/measures/standardisedapproach/equity/vega.html ---- Vega test ../ test cube/equity-vega-risk-charge.html ----- Equity Vega Risk Charge test ../ test cube/equity-vega-risk-position.html ----- Equity Vega Risk Position test ../ test cube/equity-vega-risk-position-correlations.html ----- Equity Vega Risk Position Correlations test ../ test cube/equity-vega-risk-position-double-sums.html ----- Equity Vega Risk Position Double Sums test ../ test cube/equity-vega-risk-weight.html ----- Equity Vega Risk Weight test ../ test cube/equity-vega-sensitivities.html ----- Equity Vega Sensitivities test ../ test cube/equity-vega-weighted-sensitivities.html ----- Equity Vega Weighted Sensitivities 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 Equity Vega Sensitivities sbm Description The equity vega Reference [MAR21.25] Notation $s_k$ See also Equity Vega Risk Charge Equity Vega Risk Position Equity Vega Risk Position Correlations Equity Vega Risk Position Double Sums Equity Vega Risk Weight Equity Vega Weighted Sensitivities Equity Vega Risk Weight Equity Vega Weighted Sensitivities