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Desk Description

Download sample file: DeskDescription.csv

This file provides a description of desks.

This Desk Description file type is identified using the pattern: **/DeskDescription*{,.v1}.csv{,.gz} (as specified by desk-description.file-pattern). This file is loaded using the DeskDescription topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field Key Null FieldType Description Example
Name Y N String Name of the Desk.
FRTBApproach N Y ‘SA’ or ‘IMA’ For FRTB desks, this field indicates which model (i.e. approach) should be used for calculating the Risk Charge (either ‘SA’ or ‘IMA’). If not an FRTB desk, this field is empty.
PLA Zone N Y ‘R’, ‘A’, or ‘G’ For FRTB desks, this field indicates which zone the desk falls into according to the PLA test metrics [MAR32.42]. If not an FRTB desk, this field is empty.
IRT Desk N Y ‘Y’ or ‘N’ Indicates whether the desk is an Internal Risk Transfer (IRT) desk. ACR is calculated separately for desks flagged as IRT.
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.