The Delta/Vega Weighted Sensitivities measures are in MAR21.4(3). For each Risk Factor (Vega) or Bucket (Delta), the Delta/Vega Sensitivities measures are multiplied by the Delta/Vega Risk Weight.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.