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