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GIRR_Major_Currency
The GIRR_Major_Currency.csv file lists the major currencies in [MAR21.44].
| Field name |
Description |
| FRTB Selected CCY |
A GIRR major currency |
| Date |
The start date that the parameter takes effect |
| ParameterSet |
The parameter set to which the parameter belongs (default = BCBS) |
File values
| FRTB Selected CCY |
Date |
ParameterSet |
| EUR |
2016-01-01 |
|
| USD |
2016-01-01 |
|
| GBP |
2016-01-01 |
|
| AUD |
2016-01-01 |
|
| JPY |
2016-01-01 |
|
| SEK |
2016-01-01 |
|
| CAD |
2016-01-01 |
|