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