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 Weighted Sensitivities sbm Description The weighted GIRR vega Reference [MAR21.4] Notation $WS_k$ Formula $$WS_k=RW_k \cdot s_k$$ See also GIRR Vega Risk Position Double Sums GIRR Vega Sensitivities GIRR Vega Risk Position Correlations GIRR Vega Risk Charge GIRR Vega Risk Position GIRR Vega Risk Weight GIRR Vega Sensitivities Notional
FRTB Accelerator Cube Guide