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SIMG_V_ATRFKORR - Assign Correlation to Risk Factor

In this step you assign risk factors to correlation types.

1. Choose New entries.
2. Choose one of the risk factors you have created.

The risk factor describes the correlation between instrument category 1 and instrument category 2.

1. Specify the two instrument categories using an appropriate description (in the case of the instrument category exchange rate, for example, you need to specify the two affected currencies).
2. Assign the risk factor the correlation type and a term.
3. Choose Save.