| Description | The weighted commodity vega |
| Reference | [MAR21.4] |
| Notation | |
| Formula |
Commodity vega weighted sensitivities
The Commodity Vega Weighted Sensitivities measure in FRTBCombinedCube, computing risk-weighted commodity vega (WS_k = RW_k x s_k) for the bucket-level vega charge per Basel MAR21.4