> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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# GIRR vega risk position double sums

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

|                                      |                                                                                                                                           |
| ------------------------------------ | ----------------------------------------------------------------------------------------------------------------------------------------- |
| **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** | [GIRR Vega Double Sums](./girr-vega-double-sums), [GIRR Buckets](./girr-buckets)                                                          |
| **Reference**                        | [\[MAR21.4\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4) |
| **Formula**                          | $\displaystyle \sum _{k\in b}\sum _{l\in b}\cdot WS_k \cdot WS_l$                                                                         |

Sum of cross product of the weighted sensitivities under the square root in the bucket-level charge formula $K_b$.
