This file provides a description of the organisation’s book structure, using a parent/child relationship, including identification and description of desks.
This Book Parent Child v1 file type is identified using the pattern: **/BookParentChild*[!.v2].csv{,.gz} (as specified by book.parent-child.file-pattern).
This file is loaded using the TOPIC_COMBINED_BOOK_PARENT_CHILD_AND_DESK topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
warning
THIS FILE IS DEPRECATED
Flattened Hierarchy
After this file is loaded into the datastore, a datastore listener will trigger some further processing that will flatten the hierarchy.
The tree is walked and each node is assigned a level in the BookHierarchy hierarchy.
The leaf nodes of the tree become the books in the Book hierarchy, and each trade is mapped to a book.
It is expected that every path from the top nodes to the leaf nodes will pass through exactly one desk.
This way the Desk, FRTB Approach (SA/IMA), PLA Zone (R/A/G or “N/A”), and IRT flag (Y/N) can be set for each leaf node.
Field
Key
Null
FieldType
Description
Example
Name
Y
N
String
Name of the node in the Book/Desk hierarchy.
Parent
N
Y
String
Name of the parent node (or null if there is no parent).
FRTBDesk
N
Y
‘Y’ or ‘N’
This is set to ‘Y’ if this node is a desk for the purposes of FRTB. If so, then ‘FRTBApproach’ and ‘PLA Zone’ are populated – otherwise they are empty.
Category
N
Y
String
Optional category for the node (and all Descendant nodes).
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.