CSR_BucketsRiskWeights_SECCTP

The CSR_BucketsRiskWeights_SECCTP.csv file provides the risk weights for CSR Sec CTP Delta. It is loaded into the CSRBucketsRiskWeight store.

File format

Field name Description
Bucket The CSR Sec CTP Bucket (1-16)
Risk Weight The Delta Risk Weight for the bucket
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 Date ParameterSet
1 0.04 2016-01-01
2 0.04 2016-01-01
3 0.08 2016-01-01
4 0.05 2016-01-01
5 0.04 2016-01-01
6 0.03 2016-01-01
7 0.02 2016-01-01
8 0.06 2016-01-01
9 0.13 2016-01-01
10 0.13 2016-01-01
11 0.16 2016-01-01
12 0.1 2016-01-01
13 0.12 2016-01-01
14 0.12 2016-01-01
15 0.12 2016-01-01
16 0.13 2016-01-01

CRR2 values

Bucket Risk Weight Date ParameterSet
1 0.04 2016-01-01
2 0.04 2016-01-01
3 0.04 2016-01-01
4 0.08 2016-01-01
5 0.05 2016-01-01
6 0.04 2016-01-01
7 0.03 2016-01-01
8 0.02 2016-01-01
9 0.03 2016-01-01
10 0.06 2016-01-01
11 0.13 2016-01-01
12 0.13 2016-01-01
13 0.16 2016-01-01
14 0.1 2016-01-01
15 0.12 2016-01-01
16 0.12 2016-01-01
17 0.12 2016-01-01
18 0.13 2016-01-01
search.js