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The Delta/Vega Risk Position measures are KbK_b in MAR21.4(4). For each Bucket (except the “other” bucket), the Delta/Vega Risk Position is calculated from the Delta/Vega Weighted Sensitivities and Delta/Vega Risk Position Correlations using the formula in MAR21.4(4). For the “other” bucket, the Delta/Vega Risk Position is calculated as the sum of the absolute values of the Delta/Vega Weighted Sensitivities (as per MAR21.69). Implementation Note: This calculation has been optimized so that it is performed with O(N)O(N) (linear) time complexity, where NN is the number of Risk Factors.