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