Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-health-check.html
- Data Health Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test configuration.html
Configuration files
test ../ test sign-off.html
Sign-Off Approvals
test ../ test cube.html
Data Cubes
test ../ test what-if.html
What-If Analysis
test ../ test datastore.html
Data Stores
test ../ test input-files.html
Input Files
test ../ test input-files/common.html
-
Common and Booking Files
test ../ test input-files/configuration.html
-
Core Configuration Files
test ../ test input-files/crif.html
-
CRIF Files
test ../ test input-files/sa_input_files.html
-
SA Input File Formats
test ../ test input-files/sa_input_files/buckets.html
--
Bucket Files
test ../ test input-files/sa_input_files/drc_trade_level.html
--
DRC Trade Level Files
test ../ test input-files/sa_input_files/overrides.html
--
Overrides
test ../ test input-files/legal-entity-imports.html
--- Legal Entity Imports
test ../ test input-files/obligor-overrides.html
--- Obligor Overrides
test ../ test input-files/risk-factor-description-overrides.html
--- Risk-Factor Description Overrides
test ../ test input-files/rrao-overrides.html
--- RRAO Overrides
test ../ test input-files/tranche-overrides.html
--- Tranche Overrides
test ../ test input-files/underlying-description-overrides.html
--- Underlying Description Overrides
test ../ test input-files/sa_input_files/sbm_sensitivity-specific.html
--
SBM Sensitivity-specific Files
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
Legal Entity Imports
Download sample file: LegalEntityImports.csv
This file is used to import pre-calculated Capital Charge values at the legal entity level, for use in reporting.
This Legal Entity Imports file type is identified using the pattern: **/LegalEntityImports*.csv (as specified by legal-entity.imports.file-pattern).
This file is loaded using the LegalEntityImports topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
Field
Key
Null
FieldType
Description
Example
AsOfDate
Y
N
Date
‘YYYY-MM-DD’
Timestamp (at close of business) for the data.
ParameterSet
Y
N
String
The Parameter Set for which the imported values are calculated
CRR2
CubeMeasure
Y
N
String
The name of the measure whose value is being imported.
“GIRR Delta Risk Charge High”
LegalEntity
Y
N
String
The Legal Entity to assign the imported, pre-calculated values to.
Value
N
N
Double
The pre-calculated value to import.
Ccy
N
N
String
The currency that Value is expressed in.
USD