This Multiplier file type is identified using the pattern: **/Multiplier.csv (as specified by multiplier.file-pattern).
This file is loaded using the IMAMultiplier topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
Field
Key
Null
FieldType
Description
Example
NumExceptions
Y
N
Integer
The number of exceptions encountered in the backtesting of the bank’s daily VaR.
Multiplier
N
N
Double
The multiplier used in the calculation of the aggregated charge associated with approved desks (see [MAR33.41] and [MAR33.42]).
AsOfDate
Y
N
Date
‘YYYY-MM-DD’
Timestamp (at close of business) for the data.
ParameterSet
Y
Y
String
The parameter set to which the multiplier belongs (default = BCBS).