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GIRR Delta Double Sums
| Description |
The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the GIRR risk class. |
| Reference |
[MAR21.41] |
| Dimension |
Double Sums |
| Hierarchy |
GIRR Delta Double Sums |
| Levels |
[ALL, Vertex1, Vertex2, Curve] |