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 --- Commodity --- Count --- DRC --- Equity ---- Curvature ---- Delta ----- Equity Delta Risk Charge ----- Equity Delta Risk Position ----- Equity Delta Risk Position Correlations ----- Equity Delta Risk Position Double Sums ----- Equity Delta Risk Weight ----- Equity Delta Sensitivities ----- Equity Delta Weighted Sensitivities ---- Vega --- FX --- GIRR --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values Equity Delta Weighted Sensitivities sbm Description The weighted equity delta, including spot and repo Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also Equity Delta Risk Weight Equity Delta Risk Position Double Sums Equity Delta Sensitivities Equity Delta Risk Position Equity Delta Risk Charge Equity Delta Risk Position Correlations Equity Delta Sensitivities Vega