> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# GIRR correlation overrides

> Reference for the GIRR Correlation Overrides configuration file, which allows specific currency pairs to use a custom gamma cross-bucket correlation, such as DKK/EUR under the CRR2 parameter set, overriding the standard BCBS value.

The **GIRR Correlation Overrides.csv** file contains overrides for the GIRR delta bucket ($\gamma_{bc}$) correlations. For example, the ERM II currencies for CRR2. It is loaded into the **GIRRCorrelationOverrides** store.

## File format

| Field name       | Description                                                       |
| ---------------- | ----------------------------------------------------------------- |
| Currency         | The first GIRR bucket in the pair                                 |
| Counter Currency | The second GIRR bucket in the pair                                |
| Correlation      | The correlation to use between the two buckets ($\gamma_{bc}$)    |
| Start Date       | The start date that the parameter takes effect                    |
| ParameterSet     | The parameter set to which the parameter belongs (default = BCBS) |

## File values

| Currency | Counter Currency | Correlation | Start Date | ParameterSet |
| -------- | ---------------- | ----------- | ---------- | ------------ |
| DKK      | EUR              | 0.8         | 2016-01-01 | CRR2         |