> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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# CSR sec non-CTP vega double sums

|                 |                                                                                                                                                   |
| --------------- | ------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR Sec non-CTP 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 Sec non-CTP Vega Double Sums                                                                                                                  |
| **Levels**      | \[ALL, Tranche, Basis, Maturity1, Maturity2]                                                                                                      |