| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Risk value date | 2018-09-28 |
| Key | Y | N | String | Key of a parameter. See the list of allowed keys in the Parameter Sets guide. | sa.eq.delta.cross.bucket.correlation |
| Value | Y | N | Double | Value of the parameter | 0.6 |
| ParameterSet | Y | Y | String | Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will default to BCBS | BCBS |
CVARC parameters
BA
SA
Download sample file: cvarc-parameters.csv
The file must contain the list of parameters. It covers the parameters defined as scalar values. Parameter values defined as matrices (for instance, bucket/bucket correlation) use separate files.
If a file is not provided for a date, the most recent preceding date file will be used.