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/fx.html --- FX test ../ test cube/measures/standardisedapproach/fx/curvature.html ---- Curvature test ../ test cube/measures/standardisedapproach/fx/delta.html ---- Delta test ../ test cube/fx-delta-risk-charge.html ----- FX Delta Risk Charge test ../ test cube/fx-delta-risk-position.html ----- FX Delta Risk Position test ../ test cube/fx-delta-risk-position-correlations.html ----- FX Delta Risk Position Correlations test ../ test cube/fx-delta-risk-position-double-sums.html ----- FX Delta Risk Position Double Sums test ../ test cube/fx-delta-risk-weight.html ----- FX Delta Risk Weight test ../ test cube/fx-delta-sensitivities.html ----- FX Delta Sensitivities test ../ test cube/fx-delta-weighted-sensitivities.html ----- FX Delta Weighted Sensitivities test ../ test cube/measures/standardisedapproach/fx/vega.html ---- Vega 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 FX Delta Sensitivities sbm Description The FX delta Reference [MAR21.21] Notation $s_k$ See also FX Delta Risk Charge FX Delta Risk Position FX Delta Risk Position Correlations FX Delta Risk Position Double Sums FX Delta Risk Weight FX Delta Weighted Sensitivities FX Delta Risk Weight FX Delta Weighted Sensitivities