Navigation : test ../ test user-getting-started.html Getting started test ../ test release-notes.html Release and migration notes test ../ test build-configure-project.html Building and configuring Atoti ISDA-SIMM test ../ test dev-core.html SIMM Core test ../ test dev-ui-config.html Configuring the UI test ../ test calculations.html Calculations guide test ../ test configuration.html Configuration files test ../ test cube.html Cube reference 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/measures/interim-results/volatilities.html --- Volatilities test ../ test cube/sigma_commodity.html ---- SIGMA_Commodity test ../ test cube/sigma_equity.html ---- SIGMA_Equity test ../ test cube/sigma_fx.html ---- SIGMA_FX 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 cube/dimensions.html - Dimensions test ../ test datastores.html Datastores test ../ test input-files.html Input file formats test ../ test what-if.html What-If Analysis test ../ test widgets.html Widgets test ../ test pdf-guides.html PDF Guides SIGMA_FX Description Volatility parameter in the vol-weighted vega calculation Hierarchies required in the view Regulatory Risk Factors Notation $\sigma$ Formula $$\sigma_{k,j}=\frac{RW_k \cdot \sqrt{\frac{365}{1.4\cdot Info\_MPOR}}}{\alpha}$$ SIGMA_Equity Risk class level margin