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