Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/video-walk-throughs.html
- Video walk-throughs
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test configuration.html
Configuration files
test ../ test configuration/startup-properties.html
- Startup properties
test ../ test configuration/front-template.html
-
test ../ test configuration/calendars.html
- Calendars
test ../ test configuration/commodity_bucketriskweights.html
- Commodity_BucketRiskWeights
test ../ test configuration/commodity_intrabucketcorrelations.html
- Commodity_IntraBucketCorrelations
test ../ test configuration/csr-non-sec-buckets.html
- CSR non-Sec Buckets
test ../ test configuration/csr-non-sec-high-ratings.html
- CSR non-Sec High Ratings
test ../ test configuration/csr-sec-ctp-buckets.html
- CSR Sec CTP Buckets
test ../ test configuration/csr-sec-non-ctp-buckets.html
- CSR Sec non-CTP Buckets
test ../ test configuration/csr_bucketsriskweights_nonsec.html
- CSR_BucketsRiskWeights_NONSEC
test ../ test configuration/csr_bucketsriskweights_secctp.html
- CSR_BucketsRiskWeights_SECCTP
test ../ test configuration/csr_bucketsriskweights_secnonctp.html
- CSR_BucketsRiskWeights_SECNONCTP
test ../ test configuration/csrns_bucket_correlations.html
- CSRNS_Bucket_Correlations
test ../ test configuration/default_risk_weights.html
- Default_Risk_Weights
test ../ test configuration/drc-seniority-description.html
- DRC Seniority Description
test ../ test configuration/eqty_bucketsriskweights.html
- EQTY_BucketsRiskWeights
test ../ test configuration/equity_bucket_correlations.html
- Equity_Bucket_Correlations
test ../ test configuration/erba_risk_weight.html
- ERBA_Risk_Weight
test ../ test configuration/frtb-config_properties.html
- frtb-config.properties
test ../ test configuration/frtb-data-load-properties.html
- frtb-data-load.properties
test ../ test configuration/frtbparameters.html
- FRTBParameters
test ../ test configuration/fx_risk_weight_overrides.html
- FX Risk-Weight Overrides
test ../ test configuration/fx_special_crosses.html
- FX_Special_Crosses
test ../ test configuration/girr_correlation_overrides.html
- GIRR Correlation Overrides
test ../ test configuration/girr_delta_weightings.html
- GIRR_Delta_Weightings
test ../ test configuration/girr_major_currency.html
- GIRR_Major_Currency
test ../ test configuration/hibernate-properties.html
- hibernate.properties
test ../ test configuration/instrument_lgd.html
- Instrument_LGD
test ../ test configuration/liquidityhorizons.html
- LiquidityHorizons
test ../ test configuration/ima-multiplier.html
- Multiplier
test ../ test configuration/obligor_risk_weights.html
- Obligor_Risk_Weights
test ../ test configuration/option_residual_maturity_vertices.html
- Option_Residual_Maturity_Vertices
test ../ test configuration/parameterset.html
- ParameterSet
test ../ test configuration/sensitivity_scaling.html
- Sensitivity Scaling
test ../ test configuration/signoff-export-properties.html
- signoff.export.properties
test ../ test configuration/signoff-properties.html
- signoff.properties
test ../ test configuration/user-detail.html
- user-detail
test ../ test configuration/vega_liquidity_horizons.html
- Vega_Liquidity_Horizons
test ../ test configuration/vertices.html
- Vertices
test ../ test datastore.html
Data Stores
test ../ test database.html
Database
test ../ test input-files.html
Input Data
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-sanity-check.html
- Data Sanity Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../ test cube.html
Analytics Reference
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Solution
test ../ test dev/dev-tools.html
-
Configuring Solution tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test what-if.html
What-If Analysis
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
Equity_Bucket_Correlations
The Equity_Bucket_Correlations.csv file provides the gamma correlation between two Equity buckets. It is loaded into the EquityBucketCorrelations store.
Field name
Description
Bucket X
The first Equity bucket (e.g. 1-13)
Bucket Y
The second Equity bucket (e.g. 1-13)
Correlation
The gamma correlation between the two buckets
Date
The start date that the parameter takes effect
ParameterSet
The parameter set to which the parameter belongs (default = BCBS)