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Bucket Risk Weights
Maps Buckets to Risk Weights.
The file EQTY_BucketsRiskWeights*.csv is loaded into the
EquityBucketsRiskWeight store.
| Data Model Field |
File Column |
Datastore Column |
Notes |
| Bucket |
Bucket |
Bucket |
1-13 |
| $RW_k$ (Spot) in [MAR21.77] |
Risk Weight EQTY Spot |
Risk Weight Spot |
|
| $RW_k$ (Repo) in [MAR21.77] |
Risk Weight EQTY Repo |
Risk Weight Repo |
|