Navigation :
FXRiskWeightOverrides
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| Ccy |
Y |
N |
String |
|
The FX bucket to apply the overridden risk weight to |
| FXRiskWeight |
N |
Y |
Double |
|
The FX Delta risk weight to use for the bucket |
| AsOfDate |
Y |
N |
LOCALDATE[yyyy-mm-dd] |
|
The start date that the parameter takes effect. |
| ParameterSet |
Y |
N |
String |
|
The parameter set to which the parameter belongs (default = BCBS). |