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[Double Sums].[CSR Sec 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 CTP |
Reference |
[MAR21.60] |
Dimension |
Double Sums |
Hierarchy |
CSR Sec CTP Delta Double Sums |
Levels |
[ALL, Name, Tenor, Basis] |