[Double Sums].[CSR Sec non-CTP Vega Double Sums]


Description The levels of this hierarchy describe all the possible combinations for determining vega risk factor correlations for risk class CSR Sec non-CTP
Reference [MAR21.94]
Dimension Double Sums
Hierarchy CSR Sec non-CTP Vega Double Sums
Levels [ALL, Tranche, Basis, Maturity1, Maturity2]
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