Quant$ense · free calculator sample

FRTB · two-factor bucket

A single-calculator adaptation of the v0.9 review-edition FRTB lab, 19 September 2026. Synthetic weighted sensitivities; this illustrates one bucket, not a full capital calculation.

First weighted sensitivity100

Second weighted sensitivity-80

Medium correlation (%)60

Try this: Keep the sensitivities opposite in sign. Lower the correlation and explain why the hedge benefit changes.

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