> ## 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.

# FX vega risk weight

|                                      |                                                                                                                                             |
| ------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description**                      | The FX vega risk weights                                                                                                                    |
| **Hierarchies required in the view** | [FX Buckets](./fx-buckets)                                                                                                                  |
| **Reference**                        | [\[MAR21.92\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_92) |
| **Notation**                         | $RW_k$                                                                                                                                      |
| **Formula**                          | $\displaystyle RW_k = \min\left[RW_\sigma \cdot \frac{\sqrt{LH_{riskclass}}}{\sqrt{10}}; 100\%\right]$                                      |