> ## 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 charge

The
**[Delta](../../../../../../../cube/csr-sec-non-ctp-delta-risk-charge)/[Vega](../../../../../../../cube/csr-sec-non-ctp-vega-risk-charge)
Risk Charge** measures are $\text{Delta}$ and $\text{Vega}$ in [MAR21.4](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_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](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4)(5) and [MAR21.71](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_71).

See [Interpretation Note](../../interpretation-note) for discussion of different
interpretations of [MAR21.71](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_71).