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Bucket Risk Weights
Maps Buckets to Risk Weights.
The file CSR_BucketsRiskWeights_SECNONCTP*.csv is loaded into the
CSRBucketsRiskWeight store.
| Data Model Field |
File Column |
Datastore Column |
Notes |
| Bucket |
Bucket |
Bucket |
1-25 |
| $RW_k$ in [MAR21.64]–[MAR21.67] |
Risk Weight |
RiskWeight |
|
| Risk Class |
|
RiskClass |
“CSR Sec non-CTP” |