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 ---- 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 - Dimensions FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 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 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 Sensitivities FX
FRTB Accelerator Cubes Guide