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/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/cvr_k_risk_commodityvol.html --- CVR_k_Risk_CommodityVol test ../ test cube/cvr_k_risk_equityvol.html --- CVR_k_Risk_EquityVol test ../ test cube/cvr_risk_creditvol.html --- CVR_Risk_CreditVol test ../ test cube/cvr_risk_creditvolnonq.html --- CVR_Risk_CreditVolNonQ test ../ test cube/cvr_risk_fxvol.html --- CVR_Risk_FXVol test ../ test cube/cvr_risk_inflationvol.html --- CVR_Risk_InflationVol test ../ test cube/cvr_risk_irvol.html --- CVR_Risk_IRVol test ../ test cube/risk_basecorr.html --- Risk_BaseCorr test ../ test cube/risk_commodity.html --- Risk_Commodity test ../ test cube/risk_commodityvol.html --- Risk_CommodityVol test ../ test cube/risk_creditnonq.html --- Risk_CreditNonQ test ../ test cube/risk_creditq.html --- Risk_CreditQ test ../ test cube/risk_creditvol.html --- Risk_CreditVol test ../ test cube/risk_creditvolnonq.html --- Risk_CreditVolNonQ test ../ test cube/risk_equity.html --- Risk_Equity test ../ test cube/risk_equityvol.html --- Risk_EquityVol test ../ test cube/risk_fx.html --- Risk_FX test ../ test cube/risk_fxvol.html --- Risk_FXVol test ../ test cube/risk_generic.html --- Risk_Generic test ../ test cube/risk_inflation.html --- Risk_Inflation test ../ test cube/risk_inflationvol.html --- Risk_InflationVol test ../ test cube/risk_ircurve.html --- Risk_IRCurve test ../ test cube/risk_irvol.html --- Risk_IRVol test ../ test cube/risk_xccybasis.html --- Risk_XCcyBasis test ../ test cube/vr_ik_commodity.html --- VR_ik_Commodity test ../ test cube/vr_ik_equity.html --- VR_ik_Equity test ../ test cube/vr_ik_fx.html --- VR_ik_FX 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 VR_ik_Commodity Description Commodity vol-weighted vega Notation $VR_{i,k}$ Formula $$VR_{i,k} = HVR_{RiskClass}\cdot \sum_{j} \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$$ Risk_XCcyBasis VR_ik_Equity