The
Delta/Vega
Risk Position Correlation measures are $\rho_{kl}$ in
[MAR21.4](4).
For Delta, since there is only a single Risk Factor per Bucket, the
$\rho_{kl}$ correlations are always 100%.
For Vega, within each Bucket, and for each combination of Option Maturities
(see Risk Position Double Sums) the values are looked up from
the configuration for [MAR21.94].
Note: The $\rho_{kl}^{(Delta)}$ in [MAR21.94] is always 100%, since
there is only a single Delta Risk Factor per Bucket.