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CSR_BucketsRiskWeights_NONSEC
The CSR_BucketsRiskWeights_NONSEC.csv file provides the risk weights for CSR non-Sec Delta. It is loaded into the CSRBucketsRiskWeight store.
| Field name |
Description |
| Bucket |
The CSR non-Sec Bucket (e.g. 1-18) |
| Risk Weight |
The Delta Risk Weight for the bucket |
| Start Date |
The start date that the parameter takes effect |
| ParameterSet |
The parameter set to which the parameter belongs (default = BCBS) |
File values
| Bucket |
Risk Weight |
Start Date |
ParameterSet |
| 1 |
0.005 |
2016-01-01 |
|
| 2 |
0.01 |
2016-01-01 |
|
| 3 |
0.05 |
2016-01-01 |
|
| 4 |
0.03 |
2016-01-01 |
|
| 5 |
0.03 |
2016-01-01 |
|
| 6 |
0.02 |
2016-01-01 |
|
| 7 |
0.015 |
2016-01-01 |
|
| 8 |
0.025 |
2016-01-01 |
|
| 9 |
0.02 |
2016-01-01 |
|
| 10 |
0.04 |
2016-01-01 |
|
| 11 |
0.12 |
2016-01-01 |
|
| 12 |
0.07 |
2016-01-01 |
|
| 13 |
0.085 |
2016-01-01 |
|
| 14 |
0.055 |
2016-01-01 |
|
| 15 |
0.05 |
2016-01-01 |
|
| 16 |
0.12 |
2016-01-01 |
|
| 17 |
0.015 |
2016-01-01 |
|
| 18 |
0.05 |
2016-01-01 |
|
CRR2 values
| Bucket |
Risk Weight |
Start Date |
ParameterSet |
| 1 |
0.005 |
2016-01-01 |
CRR2 |
| 2 |
0.005 |
2016-01-01 |
CRR2 |
| 3 |
0.01 |
2016-01-01 |
CRR2 |
| 4 |
0.05 |
2016-01-01 |
CRR2 |
| 5 |
0.03 |
2016-01-01 |
CRR2 |
| 6 |
0.03 |
2016-01-01 |
CRR2 |
| 7 |
0.02 |
2016-01-01 |
CRR2 |
| 8 |
0.015 |
2016-01-01 |
CRR2 |
| 9 |
0.01 |
2016-01-01 |
CRR2 |
| 10 |
0.025 |
2016-01-01 |
CRR2 |
| 11 |
0.02 |
2016-01-01 |
CRR2 |
| 12 |
0.04 |
2016-01-01 |
CRR2 |
| 13 |
0.12 |
2016-01-01 |
CRR2 |
| 14 |
0.07 |
2016-01-01 |
CRR2 |
| 15 |
0.085 |
2016-01-01 |
CRR2 |
| 16 |
0.055 |
2016-01-01 |
CRR2 |
| 17 |
0.05 |
2016-01-01 |
CRR2 |
| 18 |
0.12 |
2016-01-01 |
CRR2 |
| 19 |
0.015 |
2016-01-01 |
CRR2 |
| 20 |
0.05 |
2016-01-01 |
CRR2 |