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.
Equity Delta Risk Charge
The equity delta risk charge based on the ‘Medium correlations’ scenario
Equity Delta Risk Position Correlations
The correlation parameter between delta sensitivities within the same bucket, under the ‘Medium correlations’ scenario
Equity Delta Risk Position Double Sums
The sum of cross products of the weighted sensitivities under the square root in the bucket-level charge formula
Equity Delta Risk Position
The bucket-level capital charge for equity delta also known as risk position, under the ‘Medium correlations’ scenario
Equity Delta Risk Weight
The equity delta risk weights, set separately for spot and repo risk factors
Equity Delta Sensitivities
The equity delta, including spot and repo
Equity Delta Weighted Sensitivities
The weighted equity delta, including spot and repo