Skip to main content

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.

The Delta/Vega/Curvature Risk Weight measures are RWkRW_k in MAR21.4(3) and RWk(Curvature)RW_k^{(Curvature)} in MAR21.5(2)(e). The risk weights are constant for all risk factors as set out in SCO60.73 for Delta and Vega, and in SCO60.79 for Curvature.