File format
| Field name | Description |
|---|---|
| Rating | The credit rating. For backwards compatibility “high” may also be used. |
| Date | The start date that the parameter takes effect. |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS). |
File values
| Rating | Start date | Parameter set |
|---|---|---|
| AAA | 2016-01-01 | BCBS |
| AA+ | 2016-01-01 | BCBS |
| AA | 2016-01-01 | BCBS |
| AA- | 2016-01-01 | BCBS |
| high | 2016-01-01 | BCBS |
| AAA | 2016-01-01 | CRR2 |
| AA+ | 2016-01-01 | CRR2 |
| AA | 2016-01-01 | CRR2 |
| AA- | 2016-01-01 | CRR2 |
| high | 2016-01-01 | CRR2 |
| CQS1 | 2016-01-01 | CRR2 |