> ## 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.

# Default_Risk_Weights

> Reference for the Default_Risk_Weights configuration file, which sets DRC non-securitization default risk weights by credit rating under BCBS, and by investment grade, speculative grade, and sub-speculative grade under US-NPR.

export function renderConfigIntro(fileName, description, storeName = "") {
  const cleanDescription = (description ?? "").trim();
  const sentence = cleanDescription && !cleanDescription.endsWith(".") ? `${cleanDescription}.` : cleanDescription;
  const cleanStore = (storeName ?? "").trim();
  return <p>
      The <strong>{fileName}.csv</strong> file {sentence}
      {cleanStore ? <>
          {" "}
          It is loaded into the <strong>{cleanStore}</strong> store.
        </> : null}
    </p>;
}

{renderConfigIntro("Default_Risk_Weights", "provides the default risk weights for DRC non-Sec.", "DRCWeight")}

## 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       |