> ## 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. # Parameters ### BaseCorr\_Weight | | | | --------------- | -------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_BaseCorr | | **Notation** | $RW$ | ### Commodity\_Conc | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $T_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### Commodity\_Corr | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Commodity risk factors correlation | | **Notation** | $\rho_{k,l}$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### Commodity\_Weight | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_Commodity | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CommodityVol\_Conc | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $VT_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CommodityVol\_HVR | | | | --------------- | ----------------------------------------------------- | | **Description** | Historical volatility ration for Risk Class Commodity | ### CommodityVol\_Weight | | | | --------------- | ----------------------------------------------------------------------------- | | **Description** | Vega risk weight applied to the sensitivities of Risk Type Risk\_CommodityVol | | **Notation** | $VRW$ | ### CreditNonQ\_ConcentrationThreshold\_Delta | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $T_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CreditNonQ\_ConcentrationThreshold\_Vega | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $T_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CreditNonQ\_Weight | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_CreditNonQ | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CreditQ\_ConcentrationThreshold\_Delta | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $T_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CreditQ\_ConcentrationThreshold\_Vega | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $T_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CreditQ\_Weight | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_CreditQ | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CreditVol\_Weight | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_CreditVol | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### CreditVolNonQ\_Weight | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_CreditVolNonQ | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### Equity\_Conc | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $T_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### Equity\_Corr | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Equity risk factors correlation | | **Notation** | $\rho_{k,l}$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### Equity\_Weight | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_Equity | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### EquityVol\_Conc | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $VT_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### EquityVol\_HVR | | | | --------------- | -------------------------------------------------- | | **Description** | Historical volatility ration for Risk Class Equity | ### EquityVol\_Weight | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_EquityVol | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### FX\_Conc | | | | ------------------------ | ------------------------------------------------------------------------ | | **Description** | Concentration threshold for Risk\_FX | | **Notation** | $T_b$ | | **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) | ### FX\_Corr | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Commodity risk factors correlation | | **Notation** | $\rho_{k,l}$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### FX\_Weight\_Regular\_Regular | | | | --------------- | ----------------------------------------------------------------------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_FX having Regular volatility / Regular volatility currencies in the qualifier | | **Notation** | $RW$ | ### FXVol\_Conc | | | | ------------------------ | ------------------------------------------------------------------------ | | **Description** | Concentration threshold for Risk\_FXVol | | **Notation** | $VT_k$ | | **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) | ### FXVol\_HVR | | | | --------------- | ---------------------------------------------- | | **Description** | Historical volatility ration for Risk Class FX | ### FXVol\_Weight | | | | --------------- | ---------------------------------------------------------------------- | | **Description** | Vega risk weight applied to the sensitivities of Risk Type Risk\_FXVol | | **Notation** | $VRW$ | ### Inflation\_Corr | | | | --------------- | ------------------------------------------------------------------ | | **Description** | Risk factors correlation when one of the risk factors is inflation | | **Notation** | $\rho_{k,l}$ | ### Inflation\_Weight | | | | --------------- | --------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_Inflation | | **Notation** | $RW$ | ### IR\_CorrOuter | | | | --------------- | ------------------------------------------- | | **Description** | Cross-bucket correlation for interest rates | | **Notation** | $\gamma_{b,c}$ | ### IRCurve\_Conc | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold for interest rate delta | | **Notation** | $T_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### IRCurve\_Weight | | | | ------------------------ | ---------------------------------------------------------------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_IRCurve | | **Notation** | $RW$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets), [Vertices](../../dimensions/crif-inputs#vertices) | ### IRSubCurveCorr | | | | --------------- | -------------------------------------------------- | | **Description** | Subcurve correlation multiplier for interest rates | | **Notation** | $\phi_{i,j}$ | ### IRVol\_Conc | | | | ------------------------ | ------------------------------------------------------------------------- | | **Description** | Concentration threshold parameter | | **Notation** | $VT_b$ | | **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) | ### IRVol\_HVR | | | | --------------- | ---------------------------------------------------------- | | **Description** | Historical volatility ration for Risk Class Interest Rates | ### IRVol\_Weight | | | | --------------- | ----------------------------------------------------------- | | **Description** | Vega risk weight applied to the interest rate sensitivities | | **Notation** | $VRW$ | ### XCcyBasis\_Corr | | | | --------------- | -------------------------------------------------------------------------------------------------- | | **Description** | Risk factors correlation when one of the risk factors is xccy basis (but no inflation in the pair) | | **Notation** | $\rho_{k,l}$ | ### XCcyBasis\_Weight | | | | --------------- | --------------------------------------------------------------------- | | **Description** | Risk weight applied to the sensitivities of Risk Type Risk\_XCcyBasis | | **Notation** | $RW$ |