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[Double Sums].[Equity Delta Double Sums]
| Description |
The two levels of this hierarchy describe all the possible combinations for determining delta risk factor correlations for risk class Commodity |
| Reference |
[MAR21.78] |
| Dimension |
Double Sums |
| Hierarchy |
Equity Delta Double Sums |
| Levels |
[ALL, Issuer, Type] |
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