[Double Sums].[CSR Sec non-CTP 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 Sec non-CTP
Reference [MAR21.68]
Dimension Double Sums
Hierarchy CSR Sec non-CTP Delta Double Sums
Levels [ALL, Tranche, Tenor, Basis]
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