Crypto 2a vega risk position correlations


Description	The correlation parameter between vega sensitivities within the same bucket, under the ‘Medium correlations’ scenario
Variations	high-low
Hierarchies required in the view	Crypto 2a Vega Double Sums, Crypto 2a Buckets
Reference	[SCO60.76]
Notation	$\rho_{kl}^{MediumCorr}$

For each bucket, the factors

\rho\_{kl}

are set based on whether k and l are the same or not - represented by the levels in the hierarchy Crypto 2a Delta Double Sums.

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