| Description | The sum of cross products of the weighted sensitivities under the square root in the bucket-level charge formula |
| Hierarchies required in the view | CSR Sec CTP Vega Double Sums, CSR Sec CTP Buckets |
| Reference | [MAR21.4] |
| Formula |
CSR sec CTP vega risk position double sums
sbm
Sum of cross product of the weighted sensitivities under the square root in the bucket-level charge formula .