Navigation :
[Double Sums].[CSR non-Sec Delta Double Sums]
| Description |
The three levels of this hierarchy describe all the possible combinations for determining delta risk factor correlations for risk class CSR non-Sec |
| Reference |
[MAR21.54] |
| Dimension |
Double Sums |
| Hierarchy |
CSR non-Sec Delta Double Sums |
| Levels |
[ALL, Name, Tenor, Basis] |
FRTB Accelerator Cubes Guide