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