Delta/Vega/Curvature Risk Weight

The Delta/Vega/Curvature Risk Weight measures are $RW_k$ in [MAR21.4](3) and $RW_k^{(Curvature)}$ in [MAR21.5](2)(e).

The risk weights are constant for all risk factors as set out in [SCO60.73] for Delta and Vega, and in [SCO60.79] for Curvature.