> ## 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) (via [\[MAR21.60\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_60))  | 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) (via [\[MAR21.60\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_60)) | sa.csr-nonsec.delta.rho-tenor.correlation  | 0.65          |
| $\rho_{kl}^{(basis)}$ in [\[MAR21.60\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_60)                                                                                                                                                   | sa.csr-sec-ctp.delta.rho-basis.correlation | 0.99          |
| $RW_\sigma$ 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          |