CSR non-Sec Delta Risk Position Correlations

Correlation parameter $\rho_{kl}$ between delta sensitivities within the same bucket (‘medium’ correlation scenario).

See also

• CSR non-Sec Delta Risk Charge
• CSR non-Sec Delta Risk Position
• CSR non-Sec Delta Risk Position Double Sums
• CSR non-Sec Delta Risk Weight
• CSR non-Sec Delta Sensitivities
• CSR non-Sec Delta Weighted Sensitivities