> ## 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.

# Sb

### Sb\_Commodity\_Curvature

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_Commodity\_Delta

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_Commodity\_Vega

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_CreditNonQ\_Curvature

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net CVR                                                            |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_CreditNonQ\_Vega

|                          |                                                 |
| ------------------------ | ----------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity                 |
| **Notation**             | $S_b$                                           |
| **Required hierarchies** | [Buckets](../../dimensions/crif-inputs#buckets) |

**Formula**

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

### Sb\_CreditNonQDelta

|                          |                                                 |
| ------------------------ | ----------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity                 |
| **Notation**             | $S_b$                                           |
| **Required hierarchies** | [Buckets](../../dimensions/crif-inputs#buckets) |

**Formula**

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

### Sb\_CreditQ\_Curvature

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net CVR                                                            |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_CreditQ\_Delta

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_CreditQ\_Vega

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity                                           |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_Equity\_Curvature

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_Equity\_Delta

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_Equity\_Vega

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_IR\_Curvature

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_IR\_Delta

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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

### Sb\_IR\_Vega

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Capped Net Weighted Sensitivity (or CVR for curvature)                    |
| **Notation**             | $S_b$                                                                     |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

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