Navigation : test ../ test user-getting-started.html Getting started test ../ test release-notes.html Release and migration 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/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/sb_commodity_curvature.html ---- Sb_Commodity_Curvature test ../ test cube/sb_commodity_delta.html ---- Sb_Commodity_Delta test ../ test cube/sb_commodity_vega.html ---- Sb_Commodity_Vega test ../ test cube/sb_creditnonq_curvature.html ---- Sb_CreditNonQ_Curvature test ../ test cube/sb_creditnonq_vega.html ---- Sb_CreditNonQ_Vega test ../ test cube/sb_creditnonqdelta.html ---- Sb_CreditNonQDelta test ../ test cube/sb_creditq_curvature.html ---- Sb_CreditQ_Curvature test ../ test cube/sb_creditq_delta.html ---- Sb_CreditQ_Delta test ../ test cube/sb_creditq_vega.html ---- Sb_CreditQ_Vega test ../ test cube/sb_equity_curvature.html ---- Sb_Equity_Curvature test ../ test cube/sb_equity_delta.html ---- Sb_Equity_Delta test ../ test cube/sb_equity_vega.html ---- Sb_Equity_Vega test ../ test cube/sb_ir_curvature.html ---- Sb_IR_Curvature test ../ test cube/sb_ir_delta.html ---- Sb_IR_Delta test ../ test cube/sb_ir_vega.html ---- Sb_IR_Vega 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/total-im-segregated.html -- Total IM Segregated test ../ test cube/total-im-unsegregated.html -- Total IM Unsegregated 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 Sb_Commodity_Vega Description Capped Net Weighted Sensitivity (or CVR for curvature) Hierarchies required in the view [RegulatoryBuckets].[RegulatoryBuckets] Notation $S_b$ Formula $$S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$$ Sb_Commodity_Delta Sb_CreditNonQ_Curvature