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

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