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