| Description | The correlation parameter between vega sensitivities within the same bucket, under the ‘Medium correlations’ scenario |
| Variations | high-low |
| Hierarchies required in the view | GIRR Vega Double Sums, GIRR Buckets |
| Notation |
GIRR vega risk position correlations
sbm
Correlation parameter between vega sensitivities within the same bucket (‘medium’ correlation scenario).