| Description | The GIRR vega risk weights |
| Hierarchies required in the view | GIRR Buckets |
| Reference | [MAR21.92] |
| Notation | RWk |
| Formula | RWk=min[RWσ⋅10LHriskclass;100%] |
Documentation Index
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| Description | The GIRR vega risk weights |
| Hierarchies required in the view | GIRR Buckets |
| Reference | [MAR21.92] |
| Notation | RWk |
| Formula | RWk=min[RWσ⋅10LHriskclass;100%] |
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