| Description | The sum of cross products of the weighted sensitivities under the square root in the bucket-level charge formula |
| Hierarchies required in the view | CSR non-Sec Vega Double Sums, CSR non-Sec Buckets |
| Reference | [MAR21.4] |
| Formula | k∈b∑l∈b∑⋅WSk⋅WSl |