CSR Sec CTP Vega Risk Weight

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

See also

• CSR Sec CTP Vega Weighted Sensitivities
• CSR Sec CTP Vega Risk Position Double Sums
• CSR Sec CTP Vega Sensitivities
• CSR Sec CTP Vega Risk Position Correlations
• CSR Sec CTP Vega Risk Position