Multiplier

File pattern match

The pattern match for the Multiplier file is: **/Multiplier.csv

For information on the glob patterns used and how to customise them, see Note on glob file pattern matching

Field usage

Field	Field Type	Description
NumExceptions	Integer	The number of exceptions encountered in the backtesting of the bank’s daily VaR.
Multiplier	Double	The multiplier used in the calculation of the aggregated charge associated with approved desks (SeeBCBS 457 [MAR32.9]).
AsOfDate	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.