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