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 |
|---|---|
| Rating | The credit rating. Must be uppercase in this file. |
| Rating Type | The credit rating type (e.g. blank or STC). |
| Seniority | The seniority of the instrument; “senior” or not. Must be lowercase in this file. |
| Default risk weight | The SEC-ERBA risk weight. |
| Term | The term of rating, “long”-term or “short”-term. Must be lowercase in this file. |
| Date | The start date that the parameter takes effect. |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Rating | Type | Seniority | Default risk weight | Term | Start date | Parameter set |
|---|---|---|---|---|---|---|
| AAA | senior | 0.012 | long | 2016-01-01 | ||
| AA+ | senior | 0.012 | long | 2016-01-01 | ||
| AA | senior | 0.02 | long | 2016-01-01 | ||
| AA- | senior | 0.024 | long | 2016-01-01 | ||
| A+ | senior | 0.032 | long | 2016-01-01 | ||
| A | senior | 0.04 | long | 2016-01-01 | ||
| A- | senior | 0.048 | long | 2016-01-01 | ||
| BBB+ | senior | 0.06 | long | 2016-01-01 | ||
| BBB | senior | 0.072 | long | 2016-01-01 | ||
| BBB- | senior | 0.096 | long | 2016-01-01 | ||
| BB+ | senior | 0.112 | long | 2016-01-01 | ||
| BB | senior | 0.128 | long | 2016-01-01 | ||
| BB- | senior | 0.16 | long | 2016-01-01 | ||
| B+ | senior | 0.2 | long | 2016-01-01 | ||
| B | senior | 0.248 | long | 2016-01-01 | ||
| B- | senior | 0.304 | long | 2016-01-01 | ||
| CCC+ | senior | 0.368 | long | 2016-01-01 | ||
| CCC | senior | 0.368 | long | 2016-01-01 | ||
| CCC- | senior | 0.368 | long | 2016-01-01 | ||
| Other | senior | 1 | long | 2016-01-01 | ||
| AAA | junior | 0.012 | long | 2016-01-01 | ||
| AA+ | junior | 0.012 | long | 2016-01-01 | ||
| AA | junior | 0.024 | long | 2016-01-01 | ||
| AA- | junior | 0.032 | long | 2016-01-01 | ||
| A+ | junior | 0.048 | long | 2016-01-01 | ||
| A | junior | 0.064 | long | 2016-01-01 | ||
| A- | junior | 0.096 | long | 2016-01-01 | ||
| BBB+ | junior | 0.136 | long | 2016-01-01 | ||
| BBB | junior | 0.176 | long | 2016-01-01 | ||
| BBB- | junior | 0.264 | long | 2016-01-01 | ||
| BB+ | junior | 0.376 | long | 2016-01-01 | ||
| BB | junior | 0.496 | long | 2016-01-01 | ||
| BB- | junior | 0.6 | long | 2016-01-01 | ||
| B+ | junior | 0.72 | long | 2016-01-01 | ||
| B | junior | 0.84 | long | 2016-01-01 | ||
| B- | junior | 0.904 | long | 2016-01-01 | ||
| CCC+ | junior | 1 | long | 2016-01-01 | ||
| CCC | junior | 1 | long | 2016-01-01 | ||
| CCC- | junior | 1 | long | 2016-01-01 | ||
| Other | junior | 1 | long | 2016-01-01 | ||
| A-1 | junior | 0.012 | short | 2016-01-01 | ||
| A-1 | senior | 0.012 | short | 2016-01-01 | ||
| P-1 | junior | 0.012 | short | 2016-01-01 | ||
| P-1 | senior | 0.012 | short | 2016-01-01 | ||
| A-2 | junior | 0.04 | short | 2016-01-01 | ||
| A-2 | senior | 0.04 | short | 2016-01-01 | ||
| P-2 | junior | 0.04 | short | 2016-01-01 | ||
| P-2 | senior | 0.04 | short | 2016-01-01 | ||
| A-3 | junior | 0.08 | short | 2016-01-01 | ||
| A-3 | senior | 0.08 | short | 2016-01-01 | ||
| P-3 | junior | 0.08 | short | 2016-01-01 | ||
| P-3 | senior | 0.08 | short | 2016-01-01 | ||
| Unrated | junior | 1 | short | 2016-01-01 | ||
| Unrated | senior | 1 | short | 2016-01-01 | ||
| AAA | STC | senior | 0.008 | long | 2016-01-01 | |
| AA+ | STC | senior | 0.008 | long | 2016-01-01 | |
| AA | STC | senior | 0.012 | long | 2016-01-01 | |
| AA- | STC | senior | 0.012 | long | 2016-01-01 | |
| A+ | STC | senior | 0.016 | long | 2016-01-01 | |
| A | STC | senior | 0.024 | long | 2016-01-01 | |
| A- | STC | senior | 0.028 | long | 2016-01-01 | |
| BBB+ | STC | senior | 0.036 | long | 2016-01-01 | |
| BBB | STC | senior | 0.044 | long | 2016-01-01 | |
| BBB- | STC | senior | 0.056 | long | 2016-01-01 | |
| BB+ | STC | senior | 0.096 | long | 2016-01-01 | |
| BB | STC | senior | 0.108 | long | 2016-01-01 | |
| BB- | STC | senior | 0.136 | long | 2016-01-01 | |
| B+ | STC | senior | 0.18 | long | 2016-01-01 | |
| B | STC | senior | 0.224 | long | 2016-01-01 | |
| B- | STC | senior | 0.272 | long | 2016-01-01 | |
| CCC+ | STC | senior | 0.332 | long | 2016-01-01 | |
| CCC | STC | senior | 0.332 | long | 2016-01-01 | |
| CCC- | STC | senior | 0.332 | long | 2016-01-01 | |
| Other | STC | senior | 1 | long | 2016-01-01 | |
| AAA | STC | junior | 0.012 | long | 2016-01-01 | |
| AA+ | STC | junior | 0.012 | long | 2016-01-01 | |
| AA | STC | junior | 0.012 | long | 2016-01-01 | |
| AA- | STC | junior | 0.02 | long | 2016-01-01 | |
| A+ | STC | junior | 0.028 | long | 2016-01-01 | |
| A | STC | junior | 0.048 | long | 2016-01-01 | |
| A- | STC | junior | 0.076 | long | 2016-01-01 | |
| BBB+ | STC | junior | 0.12 | long | 2016-01-01 | |
| BBB | STC | junior | 0.144 | long | 2016-01-01 | |
| BBB- | STC | junior | 0.216 | long | 2016-01-01 | |
| BB+ | STC | junior | 0.324 | long | 2016-01-01 | |
| BB | STC | junior | 0.428 | long | 2016-01-01 | |
| BB- | STC | junior | 0.516 | long | 2016-01-01 | |
| B+ | STC | junior | 0.648 | long | 2016-01-01 | |
| B | STC | junior | 0.756 | long | 2016-01-01 | |
| B- | STC | junior | 0.812 | long | 2016-01-01 | |
| CCC+ | STC | junior | 1 | long | 2016-01-01 | |
| CCC | STC | junior | 1 | long | 2016-01-01 | |
| CCC- | STC | junior | 1 | long | 2016-01-01 | |
| Other | STC | junior | 1 | long | 2016-01-01 | |
| A-1 | STC | junior | 0.008 | short | 2016-01-01 | |
| A-1 | STC | senior | 0.008 | short | 2016-01-01 | |
| P-1 | STC | junior | 0.008 | short | 2016-01-01 | |
| P-1 | STC | senior | 0.008 | short | 2016-01-01 | |
| A-2 | STC | junior | 0.024 | short | 2016-01-01 | |
| A-2 | STC | senior | 0.024 | short | 2016-01-01 | |
| P-2 | STC | junior | 0.024 | short | 2016-01-01 | |
| P-2 | STC | senior | 0.024 | short | 2016-01-01 | |
| A-3 | STC | junior | 0.048 | short | 2016-01-01 | |
| A-3 | STC | senior | 0.048 | short | 2016-01-01 | |
| P-3 | STC | junior | 0.048 | short | 2016-01-01 | |
| P-3 | STC | senior | 0.048 | short | 2016-01-01 | |
| Unrated | STC | junior | 1 | short | 2016-01-01 | |
| Unrated | STC | senior | 1 | short | 2016-01-01 | |
| CQS1 | senior | 0.012 | long | 2016-01-01 | CRR2 | |
| CQS2 | senior | 0.012 | long | 2016-01-01 | CRR2 | |
| CQS3 | senior | 0.02 | long | 2016-01-01 | CRR2 | |
| CQS4 | senior | 0.024 | long | 2016-01-01 | CRR2 | |
| CQS5 | senior | 0.032 | long | 2016-01-01 | CRR2 | |
| CQS6 | senior | 0.04 | long | 2016-01-01 | CRR2 | |
| CQS7 | senior | 0.048 | long | 2016-01-01 | CRR2 | |
| CQS8 | senior | 0.06 | long | 2016-01-01 | CRR2 | |
| CQS9 | senior | 0.072 | long | 2016-01-01 | CRR2 | |
| CQS10 | senior | 0.096 | long | 2016-01-01 | CRR2 | |
| CQS11 | senior | 0.112 | long | 2016-01-01 | CRR2 | |
| CQS12 | senior | 0.128 | long | 2016-01-01 | CRR2 | |
| CQS13 | senior | 0.16 | long | 2016-01-01 | CRR2 | |
| CQS14 | senior | 0.2 | long | 2016-01-01 | CRR2 | |
| CQS15 | senior | 0.248 | long | 2016-01-01 | CRR2 | |
| CQS16 | senior | 0.304 | long | 2016-01-01 | CRR2 | |
| CQS17 | senior | 0.368 | long | 2016-01-01 | CRR2 | |
| CQS1 | junior | 0.012 | long | 2016-01-01 | CRR2 | |
| CQS2 | junior | 0.012 | long | 2016-01-01 | CRR2 | |
| CQS3 | junior | 0.024 | long | 2016-01-01 | CRR2 | |
| CQS4 | junior | 0.032 | long | 2016-01-01 | CRR2 | |
| CQS5 | junior | 0.048 | long | 2016-01-01 | CRR2 | |
| CQS6 | junior | 0.064 | long | 2016-01-01 | CRR2 | |
| CQS7 | junior | 0.096 | long | 2016-01-01 | CRR2 | |
| CQS8 | junior | 0.136 | long | 2016-01-01 | CRR2 | |
| CQS9 | junior | 0.176 | long | 2016-01-01 | CRR2 | |
| CQS10 | junior | 0.264 | long | 2016-01-01 | CRR2 | |
| CQS11 | junior | 0.376 | long | 2016-01-01 | CRR2 | |
| CQS12 | junior | 0.496 | long | 2016-01-01 | CRR2 | |
| CQS13 | junior | 0.6 | long | 2016-01-01 | CRR2 | |
| CQS14 | junior | 0.72 | long | 2016-01-01 | CRR2 | |
| CQS15 | junior | 0.84 | long | 2016-01-01 | CRR2 | |
| CQS16 | junior | 0.904 | long | 2016-01-01 | CRR2 | |
| CQS17 | junior | 1 | long | 2016-01-01 | CRR2 | |
| CQSOTHER | junior | 1 | short | 2016-01-01 | CRR2 | |
| CQSOTHER | senior | 1 | short | 2016-01-01 | CRR2 | |
| CQS1 SHORT | junior | 0.012 | short | 2016-01-01 | CRR2 | |
| CQS1 SHORT | senior | 0.012 | short | 2016-01-01 | CRR2 | |
| CQS2 SHORT | junior | 0.04 | short | 2016-01-01 | CRR2 | |
| CQS2 SHORT | senior | 0.04 | short | 2016-01-01 | CRR2 | |
| CQS3 SHORT | junior | 0.08 | short | 2016-01-01 | CRR2 | |
| CQS3 SHORT | senior | 0.08 | short | 2016-01-01 | CRR2 | |
| CQSOTHER SHORT | junior | 1 | short | 2016-01-01 | CRR2 | |
| CQSOTHER SHORT | senior | 1 | short | 2016-01-01 | CRR2 | |
| CQS1 | STC | senior | 0.008 | long | 2016-01-01 | CRR2 |
| CQS2 | STC | senior | 0.008 | long | 2016-01-01 | CRR2 |
| CQS3 | STC | senior | 0.012 | long | 2016-01-01 | CRR2 |
| CQS4 | STC | senior | 0.012 | long | 2016-01-01 | CRR2 |
| CQS5 | STC | senior | 0.016 | long | 2016-01-01 | CRR2 |
| CQS6 | STC | senior | 0.024 | long | 2016-01-01 | CRR2 |
| CQS7 | STC | senior | 0.028 | long | 2016-01-01 | CRR2 |
| CQS8 | STC | senior | 0.036 | long | 2016-01-01 | CRR2 |
| CQS9 | STC | senior | 0.044 | long | 2016-01-01 | CRR2 |
| CQS10 | STC | senior | 0.056 | long | 2016-01-01 | CRR2 |
| CQS11 | STC | senior | 0.096 | long | 2016-01-01 | CRR2 |
| CQS12 | STC | senior | 0.108 | long | 2016-01-01 | CRR2 |
| CQS13 | STC | senior | 0.136 | long | 2016-01-01 | CRR2 |
| CQS14 | STC | senior | 0.18 | long | 2016-01-01 | CRR2 |
| CQS15 | STC | senior | 0.224 | long | 2016-01-01 | CRR2 |
| CQS16 | STC | senior | 0.272 | long | 2016-01-01 | CRR2 |
| CQS17 | STC | senior | 0.332 | long | 2016-01-01 | CRR2 |
| CQS1 | STC | junior | 0.012 | long | 2016-01-01 | CRR2 |
| CQS2 | STC | junior | 0.012 | long | 2016-01-01 | CRR2 |
| CQS3 | STC | junior | 0.012 | long | 2016-01-01 | CRR2 |
| CQS4 | STC | junior | 0.02 | long | 2016-01-01 | CRR2 |
| CQS5 | STC | junior | 0.028 | long | 2016-01-01 | CRR2 |
| CQS6 | STC | junior | 0.048 | long | 2016-01-01 | CRR2 |
| CQS7 | STC | junior | 0.076 | long | 2016-01-01 | CRR2 |
| CQS8 | STC | junior | 0.12 | long | 2016-01-01 | CRR2 |
| CQS9 | STC | junior | 0.144 | long | 2016-01-01 | CRR2 |
| CQS10 | STC | junior | 0.216 | long | 2016-01-01 | CRR2 |
| CQS11 | STC | junior | 0.324 | long | 2016-01-01 | CRR2 |
| CQS12 | STC | junior | 0.428 | long | 2016-01-01 | CRR2 |
| CQS13 | STC | junior | 0.516 | long | 2016-01-01 | CRR2 |
| CQS14 | STC | junior | 0.648 | long | 2016-01-01 | CRR2 |
| CQS15 | STC | junior | 0.756 | long | 2016-01-01 | CRR2 |
| CQS16 | STC | junior | 0.812 | long | 2016-01-01 | CRR2 |
| CQS17 | STC | junior | 1 | long | 2016-01-01 | CRR2 |
| CQSOTHER | STC | senior | 1 | long | 2016-01-01 | CRR2 |
| CQSOTHER | STC | junior | 1 | long | 2016-01-01 | CRR2 |
| CQS1 SHORT | STC | junior | 0.008 | short | 2016-01-01 | CRR2 |
| CQS1 SHORT | STC | senior | 0.008 | short | 2016-01-01 | CRR2 |
| CQS2 SHORT | STC | junior | 0.024 | short | 2016-01-01 | CRR2 |
| CQS2 SHORT | STC | senior | 0.024 | short | 2016-01-01 | CRR2 |
| CQS3 SHORT | STC | junior | 0.048 | short | 2016-01-01 | CRR2 |
| CQS3 SHORT | STC | senior | 0.048 | short | 2016-01-01 | CRR2 |
| CQSOTHER SHORT | STC | junior | 1 | short | 2016-01-01 | CRR2 |
| CQSOTHER SHORT | STC | senior | 1 | short | 2016-01-01 | CRR2 |