| Description | The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the GIRR risk class. |
| Reference | [MAR21.93] |
| Dimension | Double Sums |
| Hierarchy | GIRR Vega Double Sums |
| Levels | [ALL, OptionMaturity1, OptionMaturity2, UnderlyingMaturity1, UnderlyingMaturity2] |