> ## 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.

# CSR non-sec delta risk position correlations

> The CSR non-Sec Delta Risk Position Correlations in FRTBCombinedCube, the intra-bucket correlation parameter (rho_kl) between delta sensitivities per Basel MAR21.54, requires CSR non-Sec Buckets hierarchy

<Badge color="gray" size="lg">[sbm](../tags/sbm)</Badge>

|                 |                                                                                                                                             |
| --------------- | ------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The correlation parameter between delta sensitivities within the same bucket, under the ‘Medium correlations’ scenario                      |
| **Variations**  | [high-low](./high-low)                                                                                                                      |
| **Reference**   | [\[MAR21.54\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_54) |
| **Notation**    | $rho_kl MediumCorr$                                                                                                                         |

Correlation parameter $\rho_{kl}$ between delta sensitivities within the same bucket ('medium' correlation scenario).