> ## 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 weighted sensitivities

The **[Delta](../../../../../../../cube/girr-delta-weighted-sensitivities)/[Vega](../../../../../../../cube/girr-vega-weighted-sensitivities) Weighted Sensitivities**
measures are $WS_k$ in [MAR21.4](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4)(3).

For each **Risk Factor** $k$, the **Delta/Vega Sensitivities** measures
are multiplied by the **Delta/Vega Risk Weight**.