Navigation : Cube - Measures -- ACC -- IMADRC -- IMASummary -- InternalModelApproach -- Native_measures -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- CSR Sec CTP ---- Curvature ---- Delta ---- Vega ----- CSR Sec CTP Vega Risk Charge ----- CSR Sec CTP Vega Risk Position ----- CSR Sec CTP Vega Risk Position Correlations ----- CSR Sec CTP Vega Risk Position Double Sums ----- CSR Sec CTP Vega Risk Weight ----- CSR Sec CTP Vega Sensitivities ----- CSR Sec CTP Vega Weighted Sensitivities --- CSR Sec non-CTP --- CSR non-Sec --- 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 Sec CTP Vega Weighted Sensitivities sbm Description The weighted CSR Sec CTP vega Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also CSR Sec CTP Vega Risk Position Correlations CSR Sec CTP Vega Risk Position Double Sums CSR Sec CTP Vega Sensitivities CSR Sec CTP Vega Risk Weight CSR Sec CTP Vega Risk Position CSR Sec CTP Vega Sensitivities CSR Sec non-CTP
FRTB Accelerator Cube Guide