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The Delta/Vega/Curvature Risk Weight measures are RWkRW_k in and RWk(Curvature)RW_k^{(Curvature)} in . For Delta and Curvature, following , the values are looked up based on the configuration for the Risk Factor’s Bucket. For Vega, following , the value is looked up based on the configuration for the Risk Class (and its liquidity horizon).