> ## 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 risk position

The
**[Delta](../../../../../../../cube/crypto-2a-delta-risk-position)/[Vega](../../../../../../../cube/crypto-2a-vega-risk-position)
Risk Position** measures are $K_b$ in [SCO60.77](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_77).

For each **Bucket**, the **Delta/Vega Risk Position** is calculated
from the **Delta/Vega Weighted Sensitivities** and **Delta/Vega Risk Position Correlations**
using the formula in [SCO60.77](https://www.bis.org/basel_framework/chapter/SCO/60.htm?inforce=20230101\&published=20191215#paragraph_SCO_60_20230101_60_77).