> ## 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.

# Crypto 2a parameters

export function baselLink(std, chapter, paragraph, text) {
  const base = "https://www.bis.org/committees/bcbs/basel-framework/standard";
  const versions = {
    MAR: {
      inforce: "2023-01-01",
      published: "2020-03-27"
    },
    MAR21: {
      inforce: "2023-01-01",
      published: "2026-03-23"
    },
    MAR30: {
      inforce: "2023-01-01",
      published: "2024-07-05"
    },
    MAR33: {
      inforce: "2023-01-01",
      published: "2020-06-05"
    },
    SCO: {
      inforce: "2026-01-01",
      published: "2024-11-27"
    },
    CRE: {
      inforce: "2023-01-01",
      published: "2023-01-01"
    },
    CRE41: {
      inforce: "2019-12-15",
      published: "2019-12-15"
    }
  };
  const v = versions[`${std}${chapter}`] ?? versions[std];
  if (!v) {
    throw new Error(`basel-link: no version stamp for ${std}${chapter}`);
  }
  const path = `${base}/${std.toLowerCase()}/${chapter}` + `/inforce/${v.inforce}/published/${v.published}`;
  const href = paragraph ? `${path}#${chapter}.${paragraph}` : path;
  const label = text ?? (paragraph ? `[${std}${chapter}.${paragraph}]` : `[${std}${chapter}]`);
  return <a href={href} target="_blank" rel="noreferrer">
      {label}
    </a>;
}

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

| Parameter | Parameter Name | Default Value |
| - | - | - |
| Delta risk weight in {baselLink("SCO", 60, 73)} | sa.crypto.group-2a.delta.risk-weight | 1 |
| Vega risk weight in {baselLink("SCO", 60, 73)} | sa.crypto.group-2a.vega.risk-weight | 1 |
| Delta $\rho_{kl}$ in {baselLink("SCO", 60, 76)} | sa.crypto.group-2a.delta.rho-correlation | 0.94 |
| Vega $\rho_{kl}$ in {baselLink("SCO", 60, 76)} | sa.crypto.group-2a.vega.rho-correlation | 0.94 |
| Curvature risk weight in {baselLink("SCO", 60, 81)} | sa.crypto.group-2a.curvature.risk-weight | 1 |