> ## 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. # ERBA_Risk_Weight > Reference for the ERBA_Risk_Weight configuration file, which lists SEC-ERBA risk weights by credit rating, seniority (senior or junior), term (long-term or short-term), and rating type (standard or STC), with CRR2 values included. export function renderConfigIntro(fileName, description, storeName = "") { const cleanDescription = (description ?? "").trim(); const sentence = cleanDescription && !cleanDescription.endsWith(".") ? `${cleanDescription}.` : cleanDescription; const cleanStore = (storeName ?? "").trim(); return

The {fileName}.csv file {sentence} {cleanStore ? <> {" "} It is loaded into the {cleanStore} store. : null}

; } {renderConfigIntro("ERBA_Risk_Weight", "provides the SEC-ERBA risk weights.", "ERBARiskWeight")} ## 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 |