File format
| Field name | Description |
|---|---|
| Bucket | The CSR Sec CTP Bucket (e.g. 1-16) |
| Risk Weight | The Delta Risk Weight for the bucket |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Bucket | Risk Weight | Date | ParameterSet |
|---|---|---|---|
| 1 | 0.04 | 2016-01-01 | |
| 2 | 0.04 | 2016-01-01 | |
| 3 | 0.08 | 2016-01-01 | |
| 4 | 0.05 | 2016-01-01 | |
| 5 | 0.04 | 2016-01-01 | |
| 6 | 0.03 | 2016-01-01 | |
| 7 | 0.02 | 2016-01-01 | |
| 8 | 0.06 | 2016-01-01 | |
| 9 | 0.13 | 2016-01-01 | |
| 10 | 0.13 | 2016-01-01 | |
| 11 | 0.16 | 2016-01-01 | |
| 12 | 0.1 | 2016-01-01 | |
| 13 | 0.12 | 2016-01-01 | |
| 14 | 0.12 | 2016-01-01 | |
| 15 | 0.12 | 2016-01-01 | |
| 16 | 0.13 | 2016-01-01 |
CRR2 values
| Bucket | Risk Weight | Date | ParameterSet |
|---|---|---|---|
| 1 | 0.04 | 2016-01-01 | |
| 2 | 0.04 | 2016-01-01 | |
| 3 | 0.04 | 2016-01-01 | |
| 4 | 0.08 | 2016-01-01 | |
| 5 | 0.05 | 2016-01-01 | |
| 6 | 0.04 | 2016-01-01 | |
| 7 | 0.03 | 2016-01-01 | |
| 8 | 0.02 | 2016-01-01 | |
| 9 | 0.03 | 2016-01-01 | |
| 10 | 0.06 | 2016-01-01 | |
| 11 | 0.13 | 2016-01-01 | |
| 12 | 0.13 | 2016-01-01 | |
| 13 | 0.16 | 2016-01-01 | |
| 14 | 0.1 | 2016-01-01 | |
| 15 | 0.12 | 2016-01-01 | |
| 16 | 0.12 | 2016-01-01 | |
| 17 | 0.12 | 2016-01-01 | |
| 18 | 0.13 | 2016-01-01 |