Navigation : test ../ test user-getting-started.html Getting started test ../ test user-getting-started/whats-new.html - What's New? test ../ test user-getting-started/about-simm-accelerator.html - About the Accelerator test ../ test user-getting-started/deadlock-partitions-for-reference-stores-workaround.html - Workaround for deadlock issue when attempting to create partitions for reference stores test ../ test user-getting-started/about-guide.html - About this guide test ../ test user-getting-started/pdf.html - PDF test ../ test release-notes.html Release Notes test ../ test cube.html Cube reference test ../ test cube/context_values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/additional-margin.html -- Additional Margin test ../ test cube/measures/bucket-level-margin.html -- Bucket level margin test ../ test cube/measures/interim-results.html -- Interim results test ../ test cube/measures/interim-results/concentration-risk-factor.html --- Concentration risk factor test ../ test cube/cr_b_ir.html ---- CR_b_IR test ../ test cube/cr_k_commodity.html ---- CR_k_Commodity test ../ test cube/cr_k_creditnonq.html ---- CR_k_CreditNonQ test ../ test cube/cr_k_creditq.html ---- CR_k_CreditQ test ../ test cube/cr_k_equity_delta.html ---- CR_k_Equity_Delta test ../ test cube/cr_k_fx.html ---- CR_k_FX test ../ test cube/vcr_b_ir.html ---- VCR_b_IR test ../ test cube/vcr_k_commodityvol.html ---- VCR_k_CommodityVol test ../ test cube/vcr_k_creditnonq.html ---- VCR_k_CreditNonQ test ../ test cube/vcr_k_creditvol.html ---- VCR_k_CreditVol test ../ test cube/vcr_k_equityvol.html ---- VCR_k_EquityVol test ../ test cube/vcr_k_fxvol.html ---- VCR_k_FXVol test ../ test cube/measures/interim-results/curvature.html --- Curvature test ../ test cube/measures/interim-results/parameters.html --- Parameters test ../ test cube/measures/interim-results/sb.html --- Sb test ../ test cube/measures/interim-results/volatilities.html --- Volatilities test ../ test cube/measures/risk-class-level-margin.html -- Risk class level margin test ../ test cube/measures/schedule.html -- Schedule test ../ test cube/measures/sensitivities.html -- Sensitivities test ../ test cube/measures/sensitivity-level-margin.html -- Sensitivity level margin test ../ test cube/measures/weighted-sensitivities.html -- Weighted sensitivities test ../ test cube/additional-margin.html -- Additional Margin test ../ test cube/count.html -- Count test ../ test cube/fxrate.html -- FxRate test ../ test cube/simm.html -- SIMM test ../ test cube/total-im.html -- Total IM test ../ test cube/worst-regulation.html -- Worst Regulation test ../ test calculations.html Calculations guide test ../ test input-files.html Input file formats test ../ test datastores.html Datastores test ../ test what-if.html What-If test ../ test widgets.html Widgets VCR_b_IR Description Concentration risk factor for interest rates vega Hierarchy(ies) required in the view [RegulatoryBuckets].[RegulatoryBuckets] Notation $VCR_b$ Formula $$VCR_b = max\left ( 1, \sqrt{\frac{|\sum_{k,i}VR_{k,i}|}{VT_b}} \right )$$ CR_k_FX VCR_k_CommodityVol