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