For each Bucket (except the “other” bucket), the Delta/Vega Risk Position is calculated
from the Delta/Vega Weighted Sensitivities and Delta/Vega Risk Position Correlations
using the formula in [MAR21.4](4).
For the “other” bucket, the Delta/Vega Risk Position is calculated
as the sum of the absolute values of the Delta/Vega Weighted
Sensitivities (as per [MAR21.79]).
Implementation Note: This calculation has been optimised so that it
is performed with $O(N)$ (linear) time complexity, where $N$ is the
number of Risk Factors.