| Description | The correlation parameter between delta sensitivities within the same bucket, under the ‘Medium correlations’ scenario |
| Variations | high-low |
| Hierarchies required in the view | Equity Delta Double Sums, Equity Buckets |
| Reference | [MAR21.78] |
| Notation |
Equity delta risk position correlations
sbm
Correlation parameter between delta sensitivities within the same bucket (‘medium’ correlation scenario).