File format
| Field name | Description |
|---|---|
| Bucket number | The Equity bucket (e.g. 1-13) |
| Risk Weight EQTY Spot | The Equity Delta spot risk weight |
| Risk Weight EQTY Repo | The Equity Delta repo 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 number | Risk Weight EQTY Spot | Risk Weight EQTY Repo | Date | ParameterSet |
|---|---|---|---|---|
| 1 | 0.55 | 0.0055 | 2016-01-01 | |
| 2 | 0.6 | 0.006 | 2016-01-01 | |
| 3 | 0.45 | 0.0045 | 2016-01-01 | |
| 4 | 0.55 | 0.0055 | 2016-01-01 | |
| 5 | 0.3 | 0.003 | 2016-01-01 | |
| 6 | 0.35 | 0.0035 | 2016-01-01 | |
| 7 | 0.4 | 0.004 | 2016-01-01 | |
| 8 | 0.5 | 0.005 | 2016-01-01 | |
| 9 | 0.7 | 0.007 | 2016-01-01 | |
| 10 | 0.5 | 0.005 | 2016-01-01 | |
| 11 | 0.7 | 0.007 | 2016-01-01 | |
| 12 | 0.15 | 0.0015 | 2016-01-01 | |
| 13 | 0.25 | 0.0025 | 2016-01-01 |