Sb

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Sb_Commodity_Curvature

Formula $S_b = max \left ( min \left ( K_b, \text{net } CVR_b\right ), -K_b \right )$

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Sb_Commodity_Delta

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_Commodity_Vega

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_CreditNonQ_Curvature

Formula $S_b = max \left ( min \left ( K_b, \text{net } CVR_b\right ), -K_b \right )$

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Sb_CreditNonQ_Vega

Formula $S_b = max \left ( min \left ( \sum_{k=1}^{k} VR_{k} , K_{b}\right ), -K_b \right )$

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Sb_CreditNonQDelta

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_CreditQ_Curvature

Formula $S_b = max \left ( min \left ( K_b, \text{net } CVR_b\right ), -K_b \right )$

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Sb_CreditQ_Delta

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_CreditQ_Vega

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_Equity_Curvature

Formula $S_b = max \left ( min \left ( K_b, \text{net } CVR_b\right ), -K_b \right )$

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Sb_Equity_Delta

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_Equity_Vega

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_IR_Curvature

Formula $S_b = max \left ( min \left ( K_b, \text{net } CVR_b\right ), -K_b \right )$

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Sb_IR_Delta

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$

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Sb_IR_Vega

Formula $S_b = max \left ( min \left ( K_b, \text{net } WS_b\right ), -K_b \right )$