> ## 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.

# Delta/Vega/Curvature risk weight

The
**[Delta](../../../../../../../cube/crypto-2a-delta-risk-weight)/[Vega](../../../../../../../cube/crypto-2a-vega-risk-weight)/[Curvature](../../../../../../../cube/crypto-2a-curvature-risk-weight) Risk Weight**
measures are $RW_k$ in [MAR21.4](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4)(3) and
$RW_k^{(Curvature)}$ in [MAR21.5](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_5)(2)(e).

The risk weights are constant for all risk factors as set out in [SCO60.73](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_73) for Delta and Vega, and in [SCO60.79](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_79) for Curvature.