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Implementation test ../../../../../../../ test dev/dev-core.html - FRTB Core test ../../../../../../../ test dev/dev-extensions.html - Extending the Solution test ../../../../../../../ test dev/dev-tools.html - Configuring Solution tools and methodologies test ../../../../../../../ test dev/dev-sign-off.html - Sign-Off test ../../../../../../../ test dev/dev-direct-query.html - DirectQuery test ../../../../../../../ test limits.html Limit monitoring test ../../../../../../../ test sign-off.html Sign-Off Approvals test ../../../../../../../ test what-if.html What-If Analysis test ../../../../../../../ test pdf-guides.html PDF Guides test ../../../../../../../ test glossary.html Glossary Delta/Vega Weighted Sensitivities The Delta/Vega Weighted Sensitivities measures are $WS_k$ in [MAR21.4](3). For each Risk Factor $k$, the Delta/Vega Sensitivities measures are multiplied by the Delta/Vega Risk Weight. Delta/Vega/Curvature Risk Weight Curvature Delta Sensitivities