Miscellaneous parameters

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

Parameter	Parameter Name	Default Value
$\rho_{kl}^{(tranche)}$ in [MAR21.68](1)	sa.csr-sec-non-ctp.delta.rho-tranche.correlation	0.4
$\rho_{kl}^{(tenor)}$ in [MAR21.68](2)	sa.csr-sec-non-ctp.delta.rho-tenor.correlation	0.8
$\rho_{kl}^{(basis)}$ in [MAR21.68](3)	sa.csr-sec-non-ctp.delta.rho-basis.correlation	0.999
$\gamma_{bc}$ in [MAR21.70]	sa.csr-sec-non-ctp.delta.different-buckets.correlation	0
$\gamma_{b\ other}$ in [MAR21.71] (See Interpretation Note)	sa.csr-sec-non-ctp.delta.other-bucket.correlation	0
Add $K_{other}$ after taking square root in [MAR21.4](5) (See Interpretation Note)	sa.csr-sec-non-ctp.delta.other-bucket.added	true
Add $K_{other}$ after taking square root in [MAR21.5](4) (See Interpretation Note)	sa.csr-sec-non-ctp.curvature.other-bucket.added	true
$RW_\sigma$ in [MAR21.92]	sa.vega.rw	0.55
$\alpha$ in [MAR21.93](1)(a)	sa.vega.rho-option-maturity.alpha	0.01
Threshold for notional overlap for $\rho_{kl}^{(tranche)}$ in [MAR21.68](1)	sa.csr-sec-non-ctp.delta.rho-tranche.overlap-threshold	0.8