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 --- GIRR ---- Curvature ---- Delta ---- Vega ----- GIRR Vega Risk Charge ----- GIRR Vega Risk Position ----- GIRR Vega Risk Position Correlations ----- GIRR Vega Risk Position Double Sums ----- GIRR Vega Risk Weight ----- GIRR Vega Sensitivities ----- GIRR Vega Weighted Sensitivities --- Notional --- Notional (Original Currency) --- Notional (Original Currency) DRC --- Notional DRC --- PV --- PV DRC --- PV.CCY --- RRAO --- Timestamp - Context values GIRR Vega Sensitivities sbm Description The GIRR vega Reference [MAR21.25] Notation $s_k$ See also GIRR Vega Risk Weight GIRR Vega Risk Position GIRR Vega Risk Charge GIRR Vega Risk Position Correlations GIRR Vega Weighted Sensitivities GIRR Vega Risk Position Double Sums GIRR Vega Risk Weight GIRR Vega Weighted Sensitivities
FRTB Accelerator Cube Guide