> ## 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 vega double sums

|                 |                                                                                                                                               |
| --------------- | --------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR non-Sec risk class. |
| **Reference**   | [\[MAR21.94\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_94)   |
| **Dimension**   | Double Sums                                                                                                                                   |
| **Hierarchy**   | CSR non-Sec Vega Double Sums                                                                                                                  |
| **Levels**      | \[ALL, Name, Basis, Maturity1, Maturity2]                                                                                                     |