| J I | Interest rate | Equity | Property | Spread | Concentration | Currency |
| Interest rate | 1 | A | A | A | 0 | 0.25 |
| Equity | A | 1 | 0.75 | 0.75 | 0 | 0.25 |
| Property | A | 0.75 | 1 | 0.5 | 0 | 0.25 |
| Spread | A | 0.75 | 0.5 | 1 | 0 | 0.25 |
| Concentration | 0 | 0 | 0 | 0 | 1 | 0 |
| Currency | 0.25 | 0.25 | 0.25 | 0.25 | 0 | 1 |