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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.

File format

Field nameDescription
BucketThe CSR non-Sec Bucket (e.g. 1-18)
Risk WeightThe Delta Risk Weight for the bucket
Start DateThe start date that the parameter takes effect
ParameterSetThe parameter set to which the parameter belongs (default = BCBS)
 

File values

BucketRisk WeightStart DateParameterSet
10.0052016-01-01
20.012016-01-01
30.052016-01-01
40.032016-01-01
50.032016-01-01
60.022016-01-01
70.0152016-01-01
80.0252016-01-01
90.022016-01-01
100.042016-01-01
110.122016-01-01
120.072016-01-01
130.0852016-01-01
140.0552016-01-01
150.052016-01-01
160.122016-01-01
170.0152016-01-01
180.052016-01-01

CRR2 values

BucketRisk WeightStart DateParameterSet
10.0052016-01-01CRR2
20.0052016-01-01CRR2
30.012016-01-01CRR2
40.052016-01-01CRR2
50.032016-01-01CRR2
60.032016-01-01CRR2
70.022016-01-01CRR2
80.0152016-01-01CRR2
90.012016-01-01CRR2
100.0252016-01-01CRR2
110.022016-01-01CRR2
120.042016-01-01CRR2
130.122016-01-01CRR2
140.072016-01-01CRR2
150.0852016-01-01CRR2
160.0552016-01-01CRR2
170.052016-01-01CRR2
180.122016-01-01CRR2
190.0152016-01-01CRR2
200.052016-01-01CRR2