> ## 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.

# RW - vega

<Badge color="gray" size="lg">[SA](../tags/sa)</Badge>

Download sample file: [sa-cva-risk-weights-vega.csv](../assets/csv/sa-cva-risk-weights-vega.csv)

The file is used to set parameter values for computing vega risk weights.

<table><tr><th>Field</th><th>Key</th><th>Null</th><th>FieldType</th><th>Description</th><th>Example</th></tr><tr><td>AsOfDate</td><td>Y</td><td>N</td><td>String with format ‘YYYY-MM-DD’</td><td>Indicates the start date for this parameter. Subsequent entries with later dates will apply an end to this date range</td><td>2018-09-28</td></tr><tr><td>ParameterSet</td><td>Y</td><td>Y</td><td>String</td><td>Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will default to BCBS</td><td>BCBS</td></tr><tr><td>RiskClass</td><td>Y</td><td>N</td><td>String</td><td>Risk classes, or risk types, defined in \[MAR50.45]: ‘interest rate’, ‘foreign exchange’, ‘counterparty credit spread’, ‘reference credit spread’, ‘equity’, ‘commodity’</td><td>Commodity</td></tr><tr><td>RW</td><td>N</td><td>N</td><td>Double</td><td>Parameter RW for calculating vega risk weight</td><td>0.55</td></tr><tr><td>ParameterC</td><td>N</td><td>N</td><td>Double</td><td>Parameter under the square root of vega risk weight formula</td><td>12</td></tr><tr><td>Bucket</td><td>N</td><td>N</td><td>String</td><td>Bucket number</td><td>4</td></tr></table>