CSR sec CTP delta risk position correlations


Description	The correlation parameter between delta sensitivities within the same bucket, under the ‘Medium correlations’ scenario
Variations	high-low
Hierarchies required in the view	CSR non-Sec Vega Double Sums, CSR non-Sec Buckets
Reference	[MAR21.60]
Notation	$rho_kl MediumCorr$

Correlation parameter

\rho_{kl}

between delta sensitivities within the same bucket (‘medium’ correlation scenario).

⌘I