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