> ## 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 |
| -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------- | ------------- |
| $\rho_{kl}^{(name)}$ in [\[MAR21.54\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_54)                                                                                                                                                  | sa.csr-nonsec.delta.rho-name.correlation                                  | 0.35          |
| $\rho_{kl}^{(tenor)}$ in [\[MAR21.54\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_54) and [\[MAR21.55\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_55) | sa.csr-nonsec.delta.rho-tenor.correlation                                 | 0.65          |
| $\rho_{kl}^{(basis)}$ in [\[MAR21.54\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_54) and [\[MAR21.55\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_55) | sa.csr-nonsec.delta.rho-basis.correlation                                 | 0.999         |
| $\rho_{kl}^{(name)}$ in [\[MAR21.55\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_55)                                                                                                                                                  | sa.csr-nonsec.delta.rho.index.correlation                                 | 0.8           |
| Use alternative risk weight for highly rated covered bonds in [\[MAR21.53\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_53)                                                                                                            | sa.csr-nonsec.delta.risk-weight.covered-bonds.use-high-rating-alternative | true          |
| Alternative risk weight for highly rated covered bonds in [\[MAR21.53\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_53)                                                                                                                | sa.csr-nonsec.delta.risk-weight.covered-bonds.high-rating-alternative     | 0.015         |
| $RW_\sigma$ 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          |