> ## 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.

# Vega_Liquidity_Horizons

> Reference for the Vega_Liquidity_Horizons configuration file, which maps each SBM risk class (GIRR, Equity, FX, Commodity, and CSR variants) to its liquidity horizon in days, used to calculate vega risk weights.

export function renderConfigIntro(fileName, description, storeName = "") {
  const cleanDescription = (description ?? "").trim();
  const sentence = cleanDescription && !cleanDescription.endsWith(".") ? `${cleanDescription}.` : cleanDescription;
  const cleanStore = (storeName ?? "").trim();
  return <p>
      The <strong>{fileName}.csv</strong> file {sentence}
      {cleanStore ? <>
          {" "}
          It is loaded into the <strong>{cleanStore}</strong> store.
        </> : null}
    </p>;
}

{renderConfigIntro("Vega_Liquidity_Horizons", "provides the liquidity horizons used for calculating the Vega risk weights.", "VegaRiskWeights")}

## File format

| Field name         | Description                                                                          |
| ------------------ | ------------------------------------------------------------------------------------ |
| FRTB SA RiskClass  | The SBM risk class                                                                   |
| Risk Class SubType | For “Equity”, the market cap corresponding to the Equity bucket (“Large” or “Small”) |
| FRTB SA Vega LH    | The liquidity horizon used to calcualte the Vega risk weight                         |
| Date               | The start date that the parameter takes effect                                       |
| ParameterSet       | The parameter set to which the parameter belongs (default = BCBS)                    |

## File values

| FRTB SA RiskClass | Risk Class SubType | FRTB SA Vega LH | Date       | ParameterSet |
| ----------------- | ------------------ | --------------- | ---------- | ------------ |
| GIRR              |                    | 60              | 2016-01-01 |              |
| Equity            | Large              | 20              | 2016-01-01 |              |
| Equity            | Small              | 60              | 2016-01-01 |              |
| FX                |                    | 40              | 2016-01-01 |              |
| Commodity         |                    | 120             | 2016-01-01 |              |
| CSR non-Sec       |                    | 120             | 2016-01-01 |              |
| CSR Sec CTP       |                    | 120             | 2016-01-01 |              |
| CSR Sec non-CTP   |                    | 120             | 2016-01-01 |              |