> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# GIRR vega double sums

|                 |                                                                                                                                             |
| --------------- | ------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the GIRR risk class.      |
| **Reference**   | [\[MAR21.93\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_93) |
| **Dimension**   | Double Sums                                                                                                                                 |
| **Hierarchy**   | GIRR Vega Double Sums                                                                                                                       |
| **Levels**      | \[ALL, OptionMaturity1, OptionMaturity2, UnderlyingMaturity1, UnderlyingMaturity2]                                                          |