> ## 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 |
| ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | --------------------------------------------------- | ------------- |
| $\rho_{kl}$ in [\[MAR21.78\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_78)(1)                                                | sa.equity.spot-to-repo.correlation                  | 0.999         |
| $\rho_{kl}$ multiplier for Spot $\times$ Repo risk-factors in [\[MAR21.78\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_78)(4) | sa.equity.spot-to-repo.different-issuer.correlation | 0.999         |
| $\gamma_{bc}$ between buckets 1-10 in [\[MAR21.80\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_80)(1)                         | sa.equity.delta.gamma.correlation                   | 0.15          |
| $\gamma_{bc}$ between index buckets in [\[MAR21.80\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_80)(3)                        | sa.equity.delta.gamma.index.correlation             | 0.75          |
| $\gamma_{bc}$ between buckets in 1-10 and index buckets in [\[MAR21.80\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_80)(4)    | sa.equity.delta.gamma.index-cross.correlation       | 0.45          |
| $RW_\sigma$ 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          |
| Decimal places in $RW_k$ 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\.rounding-dp                             | 4             |
| $\alpha$ 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          |