> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# IR vega

<table><tr><th>Description</th><td>Interest rate vega from the upstream risk system (input data). See \[MAR50.58] for the definition.</td></tr><tr><th>Reference</th><td><a href="https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708#paragraph_MAR_50_20230101_50_47">\[MAR50.47]</a></td></tr><tr><th>Notation</th><td>$s_k$</td></tr><tr><th>Formula</th><td>$s_k =s_k^{Hdg}+s_k^{CVA}$</td></tr></table>