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