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 ---- Curvature ---- Delta ---- Vega ----- CSR non-Sec Vega Risk Charge ----- CSR non-Sec Vega Risk Position ----- CSR non-Sec Vega Risk Position Correlations ----- CSR non-Sec Vega Risk Position Double Sums ----- CSR non-Sec Vega Risk Weight ----- CSR non-Sec Vega Sensitivities ----- CSR non-Sec Vega Weighted Sensitivities --- Commodity --- Count --- DRC --- Equity --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values CSR non-Sec Vega Weighted Sensitivities sbm Description The weighted CSR non-Sec vega Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also CSR non-Sec Vega Risk Charge CSR non-Sec Vega Risk Weight CSR non-Sec Vega Risk Position Correlations CSR non-Sec Vega Risk Position Double Sums CSR non-Sec Vega Sensitivities CSR non-Sec Vega Risk Position CSR non-Sec Vega Sensitivities Commodity
FRTB Accelerator Cube Guide