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The Delta/Vega Risk Charge measures are Delta\text{Delta} and Vega\text{Vega} in MAR21.4(5). They are calculated by combining the Delta/Vega Risk Positions (and aggregated Delta/Vega Weighted Sensitivities) over all Buckets according to MAR21.4(5) and MAR21.71. See Interpretation Note for discussion of different interpretations of MAR21.71.