> ## 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.

# Sensitivities

### CVR\_k\_Risk\_CommodityVol

|                 |                                                                          |
| --------------- | ------------------------------------------------------------------------ |
| **Description** | Curvature sensitivities corresponding to the RiskType Risk\_CommodityVol |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### CVR\_k\_Risk\_EquityVol

|                 |                                                     |
| --------------- | --------------------------------------------------- |
| **Description** | Curvature sensitivity for risk type Risk\_EquityVol |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### CVR\_Risk\_CreditVol

|                 |                                                                       |
| --------------- | --------------------------------------------------------------------- |
| **Description** | Curvature sensitivities corresponding to the RiskType Risk\_CreditVol |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### CVR\_Risk\_CreditVolNonQ

|                 |                                                                           |
| --------------- | ------------------------------------------------------------------------- |
| **Description** | Curvature sensitivities corresponding to the RiskType Risk\_CreditVolNonQ |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### CVR\_Risk\_FXVol

|                 |                                                 |
| --------------- | ----------------------------------------------- |
| **Description** | Curvature sensitivity for risk type Risk\_FXVol |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### CVR\_Risk\_InflationVol

|                 |                                                        |
| --------------- | ------------------------------------------------------ |
| **Description** | Curvature sensitivity for risk type Risk\_InflationVol |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### CVR\_Risk\_IRVol

|                 |                                                 |
| --------------- | ----------------------------------------------- |
| **Description** | Curvature sensitivity for risk type Risk\_IRVol |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### Risk\_BaseCorr

|                 |                                                                  |
| --------------- | ---------------------------------------------------------------- |
| **Description** | Input sensitivities corresponding to the RiskType Risk\_BaseCorr |

### Risk\_Commodity

|                 |                                                                   |
| --------------- | ----------------------------------------------------------------- |
| **Description** | Input sensitivities corresponding to the RiskType Risk\_Commodity |

### Risk\_CommodityVol

|                 |                                                                      |
| --------------- | -------------------------------------------------------------------- |
| **Description** | Input sensitivities corresponding to the RiskType Risk\_CommodityVol |

### Risk\_CreditNonQ

|                 |                                                                    |
| --------------- | ------------------------------------------------------------------ |
| **Description** | Input sensitivities corresponding to the RiskType Risk\_CreditNonQ |

### Risk\_CreditQ

|                 |                                                                                  |
| --------------- | -------------------------------------------------------------------------------- |
| **Description** | Input sensitivity for delta and vega risk types and CVR for curvature risk types |

### Risk\_CreditVol

|                 |                                                                   |
| --------------- | ----------------------------------------------------------------- |
| **Description** | Input sensitivities corresponding to the RiskType Risk\_CreditVol |

### Risk\_CreditVolNonQ

|                 |                                                                       |
| --------------- | --------------------------------------------------------------------- |
| **Description** | Input sensitivities corresponding to the RiskType Risk\_CreditVolNonQ |

### Risk\_Equity

|                 |                                          |
| --------------- | ---------------------------------------- |
| **Description** | Input sensitivity risk type Risk\_Equity |

**Formula**

$CVR_{i,k} =  \sum_{j} SF(t_{kj})\cdot \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### Risk\_EquityVol

|                 |                                             |
| --------------- | ------------------------------------------- |
| **Description** | Input sensitivity risk type Risk\_EquityVol |

### Risk\_FX

|                 |                                          |
| --------------- | ---------------------------------------- |
| **Description** | Input sensitivity for risk type Risk\_FX |

### Risk\_FXVol

|                 |                                             |
| --------------- | ------------------------------------------- |
| **Description** | Input sensitivity for risk type Risk\_FXVol |

### Risk\_Generic

|                 |                                                                                                                                               |
| --------------- | --------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | Total sensitivity across risk classes and sensitivity types. We recommend combining this measure with the Risk\_Type hierarchy and Regulation |

### Risk\_Inflation

|                 |                                             |
| --------------- | ------------------------------------------- |
| **Description** | Input sensitivity risk type Risk\_Inflation |

### Risk\_InflationVol

|                 |                                                |
| --------------- | ---------------------------------------------- |
| **Description** | Input sensitivity risk type Risk\_InflationVol |

### Risk\_IRCurve

|                 |                                               |
| --------------- | --------------------------------------------- |
| **Description** | Input sensitivity for risk type Risk\_IRCurve |

### Risk\_IRVol

|                 |                                             |
| --------------- | ------------------------------------------- |
| **Description** | Input sensitivity for risk type Risk\_IRVol |

### Risk\_XCcyBasis

|                 |                                                 |
| --------------- | ----------------------------------------------- |
| **Description** | Input sensitivity for risk type Risk\_XCcyBasis |

### VR\_ik\_Commodity

|                 |                             |
| --------------- | --------------------------- |
| **Description** | Commodity vol-weighted vega |
| **Notation**    | $VR_{i,k}$                  |

**Formula**

$VR_{i,k} = HVR_{RiskClass}\cdot \sum_{j} \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### VR\_ik\_Equity

|                 |                          |
| --------------- | ------------------------ |
| **Description** | Equity vol-weighted vega |
| **Notation**    | $VR_{i,k}$               |

**Formula**

$VR_{i,k} = HVR_{RiskClass}\cdot \sum_{j} \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$

### VR\_ik\_FX

|                 |                      |
| --------------- | -------------------- |
| **Description** | FX vol-weighted vega |
| **Notation**    | $VR_{i,k}$           |

**Formula**

$VR_{i,k} = HVR_{RiskClass}\cdot \sum_{j} \sigma_{kj} \cdot \frac{\partial V_i}{\partial \sigma}$