> ## 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.

# Crypto 2a delta risk position

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

|                                      |                                                                                                                                                   |
| ------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description**                      | The bucket-level capital charge for crypto 2a delta also known as risk position, under the ‘Medium correlations’ scenario                         |
| **Variations**                       | [high-low](./high-low)                                                                                                                            |
| **Hierarchies required in the view** | [Crypto 2a Buckets](./crypto-2a-buckets)                                                                                                          |
| **Reference**                        | [\[SCO60.77\]](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20260101\&published=20241127#paragraph_SCO_60_20260101_60_77)       |
| **Notation**                         | $K_b MediumCorr$                                                                                                                                  |
| **Formula**                          | $\displaystyle K_{b} =\sqrt{max \left( 0, \sum _{k\in b} WS_{k}^{2} +\sum _{k\in b}\sum _{l\in b, l\neq k}\rho_{kl}\cdot WS_k \cdot WS_l\right)}$ |