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Sensitivity-implied tail-correlation matrices (Working Paper)

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  _____     ______    _____     ______   ______      ___    
 |__  //   /_   _//  |__  //   /_   _// |      \\   / _ \\  
   / //     -| ||-     / //     -| ||-  |  --  //  | / \ || 
  / //__    _| ||_    / //__    _| ||_  |  --  \\  | \_/ || 
 /_____||  /_____//  /_____||  /_____// |______//   \___//  
 `-----`   `-----`   `-----`   `-----`  `------`    `---`
 


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