Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP --- CSR Sec non-CTP --- CSR non-Sec --- Commodity ---- Curvature ---- Delta ----- Commodity Delta Risk Charge ----- Commodity Delta Risk Position ----- Commodity Delta Risk Position Correlations ----- Commodity Delta Risk Position Double Sums ----- Commodity Delta Risk Weight ----- Commodity Delta Sensitivities ----- Commodity Delta Weighted Sensitivities ---- Vega --- Count --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values Commodity Delta Weighted Sensitivities sbm Description The weighted commodity delta Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also Commodity Delta Sensitivities Commodity Delta Risk Position Double Sums Commodity Delta Risk Weight Commodity Delta Risk Charge Commodity Delta Risk Position Commodity Delta Risk Position Correlations Commodity Delta Sensitivities Vega
FRTB Accelerator Cube Guide