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Sensitivity-implied tail-correlation matrices (Working Paper)

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  _____     _____     _  __    ______   _    _    _    _   
 |__  //   |  ___||  | |/ //  /_   _// | \  / || | || | || 
   / //    | ||__    | ' //    -| ||-  |  \/  || | || | || 
  / //__   | ||__    | . \\    _| ||_  | .  . || | \\_/ || 
 /_____||  |_____||  |_|\_\\  /_____// |_|\/|_||  \____//  
 `-----`   `-----`   `-` --`  `-----`  `-`  `-`    `---`
 


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