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/measures/sensitivity-level-margin.html
--
Sensitivity level margin
test ../ test cube/measures/weighted-sensitivities.html
--
Weighted sensitivities
test ../ test cube/wtd_generic.html
--- Wtd_Generic
test ../ test cube/wtd_inflationvol.html
--- Wtd_InflationVol
test ../ test cube/wtd_irvol.html
--- Wtd_IRVol
test ../ test cube/wtd_risk_basecorr.html
--- Wtd_Risk_BaseCorr
test ../ test cube/wtd_risk_commodity.html
--- Wtd_Risk_Commodity
test ../ test cube/wtd_risk_commodityvol.html
--- Wtd_Risk_CommodityVol
test ../ test cube/wtd_risk_creditnonq.html
--- Wtd_Risk_CreditNonQ
test ../ test cube/wtd_risk_creditq.html
--- Wtd_Risk_CreditQ
test ../ test cube/wtd_risk_creditvol.html
--- Wtd_Risk_CreditVol
test ../ test cube/wtd_risk_creditvolnonq.html
--- Wtd_Risk_CreditVolNonQ
test ../ test cube/wtd_risk_equity.html
--- Wtd_Risk_Equity
test ../ test cube/wtd_risk_equityvol.html
--- Wtd_Risk_EquityVol
test ../ test cube/wtd_risk_fx.html
--- Wtd_Risk_FX
test ../ test cube/wtd_risk_fxvol.html
--- Wtd_Risk_FXVol
test ../ test cube/wtd_risk_inflation.html
--- Wtd_Risk_Inflation
test ../ test cube/wtd_risk_ircurve.html
--- Wtd_Risk_IRCurve
test ../ test cube/wtd_risk_xccybasis.html
--- Wtd_Risk_XCcyBasis
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
Wtd_Generic
Description
Total weighted sensitivity and CVR across risk classes and sensitivity types. We recommend combining this measure with the Risk_Type hierarchy and Regulation