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.
Commodity Vega Risk Charge
The commodity vega risk charge based on the ‘Medium correlations’ scenario
Commodity Vega Risk Position Correlations
The correlation parameter between vega sensitivities within the same bucket, under the ‘Medium correlations’ scenario
Commodity Vega Risk Position Double Sums
The sum of cross products of the weighted sensitivities under the square root in the bucket-level charge formula
Commodity Vega Risk Position
The bucket-level capital charge for commodity vega, also known as risk position, under the ‘Medium correlations’ scenario
Commodity Vega Risk Weight
The commodity vega risk weights
Commodity Vega Sensitivities
The commodity vega
Commodity Vega Weighted Sensitivities
The weighted commodity vega