Miscellaneous parameters

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

Parameter	Parameter Name	Default Value
$\rho_{kl}^{(name)}$ in [MAR21.54]	sa.csr-nonsec.delta.rho-name.correlation	0.35
$\rho_{kl}^{(tenor)}$ in [MAR21.54] and [MAR21.55]	sa.csr-nonsec.delta.rho-tenor.correlation	0.65
$\rho_{kl}^{(basis)}$ in [MAR21.54] and [MAR21.55]	sa.csr-nonsec.delta.rho-basis.correlation	0.999
$\rho_{kl}^{(name)}$ in [MAR21.55]	sa.csr-nonsec.delta.rho.index.correlation	0.8
Use alternative risk weight for highly rated covered bonds in [MAR21.53]	sa.csr-nonsec.delta.risk-weight.covered-bonds.use-high-rating-alternative	true
Alternative risk weight for highly rated covered bonds in [MAR21.53]	sa.csr-nonsec.delta.risk-weight.covered-bonds.high-rating-alternative	0.015
$RW_\sigma$ in [MAR21.92]	sa.vega.rw	0.55
$\alpha$ in [MAR21.93](1)(a)	sa.vega.rho-option-maturity.alpha	0.01

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