Commodity Vega Risk Weight

The measure requires having hierarchy(ies) in the view: [Buckets].[Commodity Buckets], [Market Data].[Market Types].

See also

• Commodity Vega Sensitivities
• Commodity Vega Risk Charge
• Commodity Vega Risk Position Double Sums
• Commodity Vega Weighted Sensitivities
• Commodity Vega Risk Position Correlations
• Commodity Vega Risk Position