Navigation : Cube reference - Measures -- ACR -- IMADRC -- InternalModelApproach -- PL -- PLSummary -- StandardisedApproach --- Aggregated RiskCharge by Class --- Commodity --- Count --- CSR non-Sec --- CSR Sec CTP --- CSR Sec non-CTP --- 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 - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 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 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 Sensitivities Vega
FRTB Accelerator Cubes Guide