> ## 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.

# Miscellaneous parameters

The file **FRTBParameters\*.csv** is loaded into the **FRTBParameters**
store.

| Parameter                                                                                                                                                               | Parameter Name                           | Default Value |
| ----------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ---------------------------------------- | ------------- |
| $\rho_{kl}^{(tenor)}$ in [\[MAR21.83\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_83)(2) | sa.commodity.rho-tenor.correlation       | 0.99          |
| $\rho_{kl}^{(basis)}$ in [\[MAR21.83\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_83)(3) | sa.commodity.rho-basis.correlation       | 0.999         |
| $\gamma_{bc}$ in [\[MAR21.85\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_85)(1)         | sa.commodity.correlation                 | 0.2           |
| $\gamma_{bc}$ in [\[MAR21.85\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_85)(2)         | sa.commodity.other-commodity.correlation | 0             |
| $RW_\sigma$ in [\[MAR21.92\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_92)              | sa.vega.rw                               | 0.55          |
| $\alpha$ in [\[MAR21.93\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_93)(1)(a)           | sa.vega.rho-option-maturity.alpha        | 0.01          |