> ## 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 |
| -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------ | ------------- |
| $\rho_{kl}^{(tranche)}$ in [\[MAR21.68\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_68)(1)                                                                    | sa.csr-sec-non-ctp.delta.rho-tranche.correlation       | 0.4           |
| $\rho_{kl}^{(tenor)}$ in [\[MAR21.68\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_68)(2)                                                                      | sa.csr-sec-non-ctp.delta.rho-tenor.correlation         | 0.8           |
| $\rho_{kl}^{(basis)}$ in [\[MAR21.68\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_68)(3)                                                                      | sa.csr-sec-non-ctp.delta.rho-basis.correlation         | 0.999         |
| $\gamma_{bc}$ in [\[MAR21.70\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_70)                                                                                 | sa.csr-sec-non-ctp.delta.different-buckets.correlation | 0             |
| $\gamma_{b\ other}$ in [\[MAR21.71\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_71) (See [Interpretation Note](../interpretation-note))                       | sa.csr-sec-non-ctp.delta.other-bucket.correlation      | 0             |
| Add $K_{other}$ after taking square root in [\[MAR21.4\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4)(5) (See [Interpretation Note](../interpretation-note)) | sa.csr-sec-non-ctp.delta.other-bucket.added            | true          |
| Add $K_{other}$ after taking square root in [\[MAR21.5\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_5)(4) (See [Interpretation Note](../interpretation-note)) | sa.csr-sec-non-ctp.curvature.other-bucket.added        | true          |
| $RW_\sigma$ 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          |
| Threshold for notional overlap for $\rho_{kl}^{(tranche)}$ in [\[MAR21.68\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_68)(1)                                 | sa.csr-sec-non-ctp.delta.rho-tranche.overlap-threshold | 0.8           |