> ## 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.

# Weighted sensitivities

### Wtd\_Generic

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

### Wtd\_InflationVol

|                 |                                                                       |
| --------------- | --------------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_InflationVol |
| **Notation**    | $WS$                                                                  |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_IRVol

|                 |                                                                |
| --------------- | -------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_IRVol |
| **Notation**    | $WS$                                                           |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_BaseCorr

|                 |                                                                   |
| --------------- | ----------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_BaseCorr |
| **Notation**    | $WS$                                                              |

**Formula**

$WS = RW \cdot s_k$

### Wtd\_Risk\_Commodity

|                 |                                                                    |
| --------------- | ------------------------------------------------------------------ |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_Commodity |
| **Notation**    | $WS$                                                               |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_CommodityVol

|                 |                                                                       |
| --------------- | --------------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_CommodityVol |
| **Notation**    | $WS$                                                                  |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_CreditNonQ

|                 |                                                                     |
| --------------- | ------------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_CreditNonQ |
| **Notation**    | $WS$                                                                |

**Formula**

$WS = s \cdot RW \cdot CR_{k}$

### Wtd\_Risk\_CreditQ

|                 |                                                                  |
| --------------- | ---------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_CreditQ |
| **Notation**    | $WS$                                                             |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_CreditVol

|                 |                                                                    |
| --------------- | ------------------------------------------------------------------ |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_CreditVol |
| **Notation**    | $WS$                                                               |

**Formula**

$WS = s \cdot RW \cdot CR_{k}$

### Wtd\_Risk\_CreditVolNonQ

|                 |                                                                        |
| --------------- | ---------------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_CreditVolNonQ |
| **Notation**    | $WS$                                                                   |

**Formula**

$WS = s \cdot RW \cdot CR_{k}$

### Wtd\_Risk\_Equity

|                 |                                                                 |
| --------------- | --------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_Equity |
| **Notation**    | $WS$                                                            |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_EquityVol

|                 |                                                                    |
| --------------- | ------------------------------------------------------------------ |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_EquityVol |
| **Notation**    | $WS$                                                               |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_FX

|                 |                                                                                                                                  |
| --------------- | -------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_FX. Please note, that the risk weight RW for calculation currency is 0. |
| **Notation**    | $WS$                                                                                                                             |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_FXVol

|                 |                                                                |
| --------------- | -------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_FXVol |
| **Notation**    | $WS$                                                           |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_Inflation

|                 |                                                                    |
| --------------- | ------------------------------------------------------------------ |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_Inflation |
| **Notation**    | $WS$                                                               |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_IRCurve

|                 |                                                                  |
| --------------- | ---------------------------------------------------------------- |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_IRCurve |
| **Notation**    | $WS$                                                             |

**Formula**

$WS = s \cdot RW \cdot CR$

### Wtd\_Risk\_XCcyBasis

|                 |                                                                    |
| --------------- | ------------------------------------------------------------------ |
| **Description** | Weighted sensitivity corresponding to the RiskType Risk\_XCcyBasis |
| **Notation**    | $WS$                                                               |

**Formula**

$WS = s \cdot RW \cdot CR$