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Tenor Risk Weights
Maps Tenors to Risk Weights.
The file GIRR_Delta_Weightings*.csv is loaded into the
GIRRDeltaWeighting store.
| Data Model Field |
File Column |
Datastore Column |
Notes |
| Sensitivity Tenor |
Vertex |
Vertex |
0.25;0.5;1;2;3;5;10;15;20;30 |
| $RW_k$ in [MAR21.42] |
Risk Weight |
RiskWeight |
|