| Description | The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR non-Sec risk class. |
| Reference | [MAR21.54] |
| Dimension | Double Sums |
| Hierarchy | CSR non-Sec Delta Double Sums |
| Levels | [ALL, Name, Tenor, Basis] |
CSR non-sec delta double sums
The CSR non-Sec Delta Double Sums hierarchy in the Double Sums dimension of FRTBCombinedCube, providing three levels (Name, Tenor, Basis) for determining delta risk factor correlations per Basel MAR21.54