For Delta and Curvature, following [MAR21.87], the risk weights are
looked up from the configuration. For specified currency pairs (and
first-order crosses), where the right-hand side of the pair is the base
or reporting currency, the risk weight may be divided by the square root
of 2 (as per [MAR21.88]).
For Vega, following [MAR21.92], the value is looked up based on
the configuration for the Risk Class (and its liquidity horizon).