> ## 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.

# Concentration risk factor

### CR\_b\_IR

|                          |                                                                                                                                     |
| ------------------------ | ----------------------------------------------------------------------------------------------------------------------------------- |
| **Description**          | Concentration risk factor for interest rates delta. Please note that a value of 1 is applied as CR\_b for Risk Type RIsk\_XCcyBasis |
| **Notation**             | $CR_b$                                                                                                                              |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets)                                                           |

**Formula**

$CR_b = max\left ( 1, \sqrt{\frac{|\sum_{k,i}s_{k,i}|}{T_b}} \right )$

### CR\_k\_Commodity

|                          |                                                                          |
| ------------------------ | ------------------------------------------------------------------------ |
| **Description**          | Concentration risk factor for Risk\_Commodity                            |
| **Notation**             | $CR_k$                                                                   |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$CR_k = max\left ( 1, \sqrt{\frac{|s_{k}|}{T_b}} \right )$

### CR\_k\_CreditNonQ

|                          |                                                                                                                           |
| ------------------------ | ------------------------------------------------------------------------------------------------------------------------- |
| **Description**          | Concentration risk factor for Risk\_CreditNonQ                                                                            |
| **Notation**             | $CR_k$                                                                                                                    |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors), [Buckets](../../dimensions/crif-inputs#buckets) |

**Formula**

$CR_k = max\left ( 1, \sqrt{\frac{| \sum_{j} \ s_{j}| }{T_b}} \right )$

### CR\_k\_CreditQ

|                          |                                                                                                                           |
| ------------------------ | ------------------------------------------------------------------------------------------------------------------------- |
| **Description**          | Concentration risk factor for Risk\_CreditQ                                                                               |
| **Notation**             | $CR_k$                                                                                                                    |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors), [Buckets](../../dimensions/crif-inputs#buckets) |

**Formula**

$CR_k = max\left ( 1, \sqrt{\frac{| \sum_{j} \ s_{j}| }{T_b}} \right )$

### CR\_k\_Equity\_Delta

|                          |                                                                                                                                                     |
| ------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description**          | Concentration risk factor for Risk\_Equity                                                                                                          |
| **Notation**             | $CR_k$                                                                                                                                              |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets), [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$CR_k = max\left ( 1, \sqrt{\frac{|s_{k}|}{T_b}} \right )$

### CR\_k\_FX

|                          |                                                                          |
| ------------------------ | ------------------------------------------------------------------------ |
| **Description**          | Concentration risk factor for Risk\_FX                                   |
| **Notation**             | $CR_k$                                                                   |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$CR_k = max\left ( 1, \sqrt{\frac{|s_{k}|}{T_b}} \right )$

### VCR\_b\_IR

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Concentration risk factor for interest rates vega                         |
| **Notation**             | $VCR_b$                                                                   |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

$VCR_b = max\left ( 1, \sqrt{\frac{|\sum_{k,i}VR_{k,i}|}{VT_b}} \right )$

### VCR\_k\_CommodityVol

|                          |                                                                          |
| ------------------------ | ------------------------------------------------------------------------ |
| **Description**          | Concentration risk factor for Risk\_CommodityVol                         |
| **Notation**             | $VCR_k$                                                                  |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$VCR_k = max\left ( 1, \sqrt{\frac{|\sum_{i}VR_{k,i}|}{VT_b}} \right )$

### VCR\_k\_CreditNonQ

|                          |                                                                                                                           |
| ------------------------ | ------------------------------------------------------------------------------------------------------------------------- |
| **Description**          | Concentration risk factor for Risk\_CreditVolNonQ                                                                         |
| **Notation**             | $VR_k$                                                                                                                    |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors), [Buckets](../../dimensions/crif-inputs#buckets) |

**Formula**

$VCR_k = max\left ( 1, \sqrt{\frac{| \sum_{ij} \ VR_{ij}| }{VT_b}} \right )$

### VCR\_k\_CreditVol

|                          |                                                                          |
| ------------------------ | ------------------------------------------------------------------------ |
| **Description**          | Concentration risk factor for Risk\_CreditVol                            |
| **Notation**             | $VCR_k$                                                                  |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$VCR_k = max\left ( 1, \sqrt{\frac{|\sum_{i}VR_{k,i}|}{VT_b}} \right )$

### VCR\_k\_EquityVol

|                          |                                                                                                                                                     |
| ------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description**          | Concentration risk factor for Risk\_EQVol                                                                                                           |
| **Notation**             | $VCR_k$                                                                                                                                             |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets), [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$VCR_k = max\left ( 1, \sqrt{\frac{|\sum_{i}VR_{k,i}|}{VT_b}} \right )$

### VCR\_k\_FXVol

|                          |                                                                          |
| ------------------------ | ------------------------------------------------------------------------ |
| **Description**          | Concentration risk factor for Risk\_FXVol                                |
| **Notation**             | $VCR_k$                                                                  |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$VCR_k = max\left ( 1, \sqrt{\frac{|\sum_{i}VR_{k,i}|}{VT_b}} \right )$