> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# RW

<Badge color="gray" size="lg">[BA](../tags/ba)</Badge>

Download sample file: [ba-cva-risk-weights.csv](../assets/csv/ba-cva-risk-weights.csv)

The file is used to set risk weights per Sector and Credit quality.

<table><tr><th>Field</th><th>Key</th><th>Null</th><th>FieldType</th><th>Description</th><th>Example</th></tr><tr><td>AsOfDate</td><td>Y</td><td>N</td><td>String with format ‘YYYY-MM-DD’</td><td>Indicates the start date for this property. Subsequent entries with later dates will apply an end to this date range.</td><td>2018-09-28</td></tr><tr><td>ParameterSet</td><td>Y</td><td>Y</td><td>String</td><td>Specifies the parameter set to which the RiskWeight belongs</td><td>BCBS</td></tr><tr><td>CreditQuality</td><td>Y</td><td>N</td><td>String</td><td>Credit quality of a CVA counterparty or hedge reference name: IG, HY, NR</td><td>IG</td></tr><tr><td>Sector</td><td>Y</td><td>N</td><td>String</td><td>Sector of a CVA counterparty or of the hedge reference name</td><td>Sovereigns Including Central Banks</td></tr><tr><td>RiskWeight</td><td>N</td><td>N</td><td>Double</td><td>Risk weight as defined in \[MAR50.16] of the Basic Approach for CVA</td><td>0.005</td></tr></table>