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CSR_BucketsRiskWeights_NONSEC
The CSR_BucketsRiskWeights_NONSEC.csv file provides the risk weights for CSR non-Sec Delta. It is loaded into the CSRBucketsRiskWeight store.
Field name |
Description |
Bucket |
The CSR non-Sec Bucket (1-18) |
Risk Weight |
The Delta Risk Weight for the bucket |
Start Date |
The start date that the parameter takes effect |
ParameterSet |
The parameter set to which the parameter belongs (default = BCBS) |
File values
Bucket |
Risk Weight |
Start Date |
ParameterSet |
1 |
0.005 |
2016-01-01 |
|
2 |
0.01 |
2016-01-01 |
|
3 |
0.05 |
2016-01-01 |
|
4 |
0.03 |
2016-01-01 |
|
5 |
0.03 |
2016-01-01 |
|
6 |
0.02 |
2016-01-01 |
|
7 |
0.015 |
2016-01-01 |
|
8 |
0.025 |
2016-01-01 |
|
9 |
0.02 |
2016-01-01 |
|
10 |
0.04 |
2016-01-01 |
|
11 |
0.12 |
2016-01-01 |
|
12 |
0.07 |
2016-01-01 |
|
13 |
0.085 |
2016-01-01 |
|
14 |
0.055 |
2016-01-01 |
|
15 |
0.05 |
2016-01-01 |
|
16 |
0.12 |
2016-01-01 |
|
17 |
0.015 |
2016-01-01 |
|
18 |
0.05 |
2016-01-01 |
|
CRR2 values
Bucket |
Risk Weight |
Start Date |
ParameterSet |
1 |
0.005 |
2016-01-01 |
CRR2 |
2 |
0.005 |
2016-01-01 |
CRR2 |
3 |
0.01 |
2016-01-01 |
CRR2 |
4 |
0.05 |
2016-01-01 |
CRR2 |
5 |
0.03 |
2016-01-01 |
CRR2 |
6 |
0.03 |
2016-01-01 |
CRR2 |
7 |
0.02 |
2016-01-01 |
CRR2 |
8 |
0.015 |
2016-01-01 |
CRR2 |
9 |
0.01 |
2016-01-01 |
CRR2 |
10 |
0.025 |
2016-01-01 |
CRR2 |
11 |
0.02 |
2016-01-01 |
CRR2 |
12 |
0.04 |
2016-01-01 |
CRR2 |
13 |
0.12 |
2016-01-01 |
CRR2 |
14 |
0.07 |
2016-01-01 |
CRR2 |
15 |
0.085 |
2016-01-01 |
CRR2 |
16 |
0.055 |
2016-01-01 |
CRR2 |
17 |
0.05 |
2016-01-01 |
CRR2 |
18 |
0.12 |
2016-01-01 |
CRR2 |
19 |
0.015 |
2016-01-01 |
CRR2 |
20 |
0.05 |
2016-01-01 |
CRR2 |