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EquityBucketsRiskWeight
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| BucketNumber |
Y |
N |
String |
|
The Equity bucket (e.g. 1-13). |
| RiskWeightSpot |
N |
N |
Double |
|
The Equity Delta spot risk weight. |
| RiskWeightRepo |
N |
N |
Double |
|
The Equity Delta repo risk weight. |
| 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). |