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