> ## 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 [\[MAR21.45\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_45)                   | sa.girr.delta.differentcurve.correlation             | 0.999           |
| $\rho_{kl}$ floor in [\[MAR21.46\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_46)             | sa.girr.delta.different-vertex.correlation-floor     | 0.4             |
| $\theta$ in [\[MAR21.46\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_46)                      | sa.girr.delta.different-vertex.theta                 | 0.03            |
| $\rho_{kl}$ multiplier in [\[MAR21.47\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_47)        | sa.girr.delta.different-vertex-and-curve.correlation | 0.999           |
| $\rho_{kl}$ in [\[MAR21.48\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_48)                   | sa.girr.delta.inflation-vs-yield.correlation         | 0.4             |
| $\rho_{kl}$ in [\[MAR21.49\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_49)(1)                | sa.girr.delta.basis-vs-yield.correlation             | 0               |
| $\rho_{kl}$ in [\[MAR21.49\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_49)(2)                | sa.girr.delta.basis-vs-inflation.correlation         | 0               |
| $\rho_{kl}$ in [\[MAR21.49\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_49)(3)                | sa.girr.delta.basis-vs-basis.correlation             | 0               |
| $\gamma_{bc}$ in [\[MAR21.50\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_50)                 | sa.girr.delta.different-ccy.correlation              | 0.5             |
| $RW_k$ divider in [\[MAR21.44\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_44)                | sa.girr.delta.rw\.major.currency.adjustment          | 1.4142135623731 |
| $RW_k$ in [\[MAR21.43\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_43) (Basis curves)         | sa.girr.delta.basis.risk-weight                      | 0.016           |
| $RW_k$ in [\[MAR21.43\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_43) (Inflation curves)     | sa.girr.delta.inflation.risk-weight                  | 0.016           |
| Decimal places in $\rho_{kl}$ in [\[MAR21.46\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_46) | sa.girr.delta.vertex.correlation.rounding-dp         | 3               |
| $RW_\sigma$ 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            |
| $\alpha$ in [\[MAR21.93\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_93)(2)(a)                | sa.vega.rho-underlying-maturity.alpha                | 0.01            |