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