| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Indicates the start date for this parameter. Subsequent entries with later dates will apply an end to this date range | 2018-09-28 |
| 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 |
| BucketNumber | Y | N | String | Must match bucket number from the buckets configuration files. | 3 |
| RiskWeight | N | N | Double | The weight in numeric format. | 0.03 |
RW - reference credit spread delta
SA
Download sample file: sa-cva-risk-weights-delta-reference-credit-spread.csv
The file is used to set risk weights for reference credit spread delta risk factors.