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EQTY_BucketsRiskWeights
The EQTY_BucketsRiskWeights.csv file provides the risk weights for Equity Delta. It is loaded into the EquityBucketsRiskWeight store.
| Field name |
Description |
| Bucket number |
The Equity bucket (1-13) |
| Risk Weight EQTY Spot |
The Equity Delta spot risk weight |
| Risk Weight EQTY Repo |
The Equity Delta repo risk weight |
| Date |
The start date that the parameter takes effect |
| ParameterSet |
The parameter set to which the parameter belongs (default = BCBS) |
File values
| Bucket number |
Risk Weight EQTY Spot |
Risk Weight EQTY Repo |
Date |
ParameterSet |
| 1 |
0.55 |
0.0055 |
2016-01-01 |
|
| 2 |
0.6 |
0.006 |
2016-01-01 |
|
| 3 |
0.45 |
0.0045 |
2016-01-01 |
|
| 4 |
0.55 |
0.0055 |
2016-01-01 |
|
| 5 |
0.3 |
0.003 |
2016-01-01 |
|
| 6 |
0.35 |
0.0035 |
2016-01-01 |
|
| 7 |
0.4 |
0.004 |
2016-01-01 |
|
| 8 |
0.5 |
0.005 |
2016-01-01 |
|
| 9 |
0.7 |
0.007 |
2016-01-01 |
|
| 10 |
0.5 |
0.005 |
2016-01-01 |
|
| 11 |
0.7 |
0.007 |
2016-01-01 |
|
| 12 |
0.15 |
0.0015 |
2016-01-01 |
|
| 13 |
0.25 |
0.0025 |
2016-01-01 |
|