| Description | The bucket-level capital charge for crypto 2a vega, also known as risk position, under the ‘Medium correlations’ scenario |
| Variations | high-low |
| Hierarchies required in the view | Crypto 2a Buckets |
| Reference | [SCO60.77] |
| Notation | KbMediumCorr |
| Formula | Kb=max0,k∈b∑WSk2+k∈b∑l∈b,l=k∑ρkl⋅WSk⋅WSl |