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 name | Description |
|---|---|
| Bucket | The bucket |
| Rating | The credit quality category |
| Default risk weight | The DRC non-Sec default risk weight |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Bucket | Rating | Default risk weight | Date | ParameterSet |
|---|---|---|---|---|
| AAA | 0.005 | 2016-01-01 | ||
| AA | 0.02 | 2016-01-01 | ||
| A | 0.03 | 2016-01-01 | ||
| BBB | 0.06 | 2016-01-01 | ||
| BB | 0.15 | 2016-01-01 | ||
| B | 0.3 | 2016-01-01 | ||
| CCC | 0.5 | 2016-01-01 | ||
| UNRATED | 0.15 | 2016-01-01 | ||
| DEFAULTED | 1 | 2016-01-01 | ||
| Non-US Sovereigns | Investment Grade | 0.006 | 2016-01-01 | US-NPR |
| Non-US Sovereigns | Speculative Grade | 0.22 | 2016-01-01 | US-NPR |
| Non-US Sovereigns | Sub-speculative Grade | 0.5 | 2016-01-01 | US-NPR |
| PSE and GSE | Investment Grade | 0.021 | 2016-01-01 | US-NPR |
| PSE and GSE | Speculative Grade | 0.22 | 2016-01-01 | US-NPR |
| PSE and GSE | Sub-speculative Grade | 0.5 | 2016-01-01 | US-NPR |
| Corporates | Investment Grade | 0.041 | 2016-01-01 | US-NPR |
| Corporates | Speculative Grade | 0.22 | 2016-01-01 | US-NPR |
| Corporates | Sub-speculative Grade | 0.5 | 2016-01-01 | US-NPR |
| Defaulted | 1 | 2016-01-01 | US-NPR |