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.
CSR Sec CTP Delta Risk Charge
The CSR Sec CTP delta risk charge based on the ‘Medium correlations’ scenario
CSR Sec CTP Delta Risk Position Correlations
The correlation parameter between delta sensitivities within the same bucket, under the ‘Medium correlations’ scenario
CSR Sec CTP 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 Sec CTP Delta Risk Position
The bucket-level capital charge for CSR Sec CTP delta also known as risk position, under the ‘Medium correlations’ scenario
CSR Sec CTP Delta Risk Weight
The CSR Sec CTP delta risk weights
CSR Sec CTP Delta Sensitivities
The CSR Sec CTP delta
CSR Sec CTP Delta Weighted Sensitivities
The weighted CSR Sec CTP delta