CSR non-Sec Vega Risk Weight

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

See also

• CSR non-Sec Vega Risk Charge
• CSR non-Sec Vega Risk Position Correlations
• CSR non-Sec Vega Risk Position Double Sums
• CSR non-Sec Vega Weighted Sensitivities
• CSR non-Sec Vega Sensitivities
• CSR non-Sec Vega Risk Position