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CSR_BucketsRiskWeights_SECNONCTP
The CSR_BucketsRiskWeights_SECNONCTP.csv file provides the risk weights for CSR Sec non-CTP Delta. It is loaded into the CSRBucketsRiskWeight store.
Field name |
Description |
Bucket |
The CSR Sec non-CTP Bucket (1-25) |
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 |
0.009 |
2016-01-01 |
|
2 |
0.015 |
2016-01-01 |
|
3 |
0.02 |
2016-01-01 |
|
4 |
0.02 |
2016-01-01 |
|
5 |
0.008 |
2016-01-01 |
|
6 |
0.012 |
2016-01-01 |
|
7 |
0.012 |
2016-01-01 |
|
8 |
0.014 |
2016-01-01 |
|
9 |
0.01125 |
2016-01-01 |
|
10 |
0.01875 |
2016-01-01 |
|
11 |
0.025 |
2016-01-01 |
|
12 |
0.025 |
2016-01-01 |
|
13 |
0.01 |
2016-01-01 |
|
14 |
0.015 |
2016-01-01 |
|
15 |
0.015 |
2016-01-01 |
|
16 |
0.0175 |
2016-01-01 |
|
17 |
0.01575 |
2016-01-01 |
|
18 |
0.02625 |
2016-01-01 |
|
19 |
0.035 |
2016-01-01 |
|
20 |
0.035 |
2016-01-01 |
|
21 |
0.014 |
2016-01-01 |
|
22 |
0.021 |
2016-01-01 |
|
23 |
0.021 |
2016-01-01 |
|
24 |
0.0245 |
2016-01-01 |
|
25 |
0.035 |
2016-01-01 |
|