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