> ## Documentation Index
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# CSR sec CTP delta double sums

|                 |                                                                                                                                                      |
| --------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR Sec CTP risk class. |
| **Reference**   | [\[MAR21.60\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_60)          |
| **Dimension**   | Double Sums                                                                                                                                          |
| **Hierarchy**   | CSR Sec CTP Delta Double Sums                                                                                                                        |
| **Levels**      | \[ALL, Name, Tenor, Basis]                                                                                                                           |