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 ---- Vega ----- Commodity Vega Risk Charge ----- Commodity Vega Risk Position ----- Commodity Vega Risk Position Correlations ----- Commodity Vega Risk Position Double Sums ----- Commodity Vega Risk Weight ----- Commodity Vega Sensitivities ----- Commodity Vega Weighted Sensitivities --- 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 Vega Weighted Sensitivities sbm Description The weighted commodity vega Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also Commodity Vega Risk Weight Commodity Vega Risk Charge Commodity Vega Risk Position Double Sums Commodity Vega Risk Position Correlations Commodity Vega Sensitivities Commodity Vega Risk Position Commodity Vega Sensitivities Count
FRTB Accelerator Cube Guide