frtb-data-load.properties

The frtb-data-load.properties file defines the file loading formats and pattern matching for the input files to the datastore.

Core stores

Key	Value
commodity.bucket.risk-weights.file-pattern	*/Commodity_BucketRiskWeights.csv{,.gz}
commodity.intra-bucket.correlations.file-pattern	*/Commodity_IntraBucketCorrelations.csv{,.gz}
csr-non-sec.high-ratings.file-pattern	*/CSRNonSec_HighRatings.csv{,.gz}
vertices.file-pattern	*/Vertices.csv{,.gz}
default.risk-weights.file-pattern	*/Default_Risk_Weights.csv{,.gz}
erba.risk-weight.file-pattern	*/ERBA_Risk_Weight.csv{,.gz}
eqty.buckets.risk-weights.file-pattern	*/EQTY_BucketsRiskWeights.csv{,.gz}
fx.special-crosses.file-pattern	*/FX_Special_Crosses.csv{,.gz}
girr.delta.weightings.file-pattern	*/GIRR_Delta_Weightings.csv{,.gz}
girr.major-currency.file-pattern	*/GIRR_Major_Currency.csv{,.gz}
instrument.lgd.file-pattern	*/Instrument_LGD.csv{,.gz}
option.residual.maturity.vertices.file-pattern	**/Option_Residual_Maturity_Vertices.csv{,.gz}
seniority.description.file-pattern	*/Seniority_Description.csv{,.gz}
vega.liquidity.horizons.file-pattern	*/Vega_Liquidity_Horizons.csv{,.gz}
fx.data.file-pattern	*/FXData.csv{,.gz}
liquidity.horizons.file-pattern	**/LiquidityHorizons.csv{,.gz}
obligor.risk-weights.file-pattern	**/Obligor_Risk_Weights.csv{,.gz}
ima.scenarios.file-pattern	*/IMA_Scenarios.csv{,.gz}
multiplier.file-pattern	**/Multiplier.csv{,.gz}
fx.risk-weight.overrides.file-pattern	*/FX_Risk_Weight_Overrides.csv{,.gz}
girr.correlation.overrides.file-pattern	*/GIRR_Correlation_Overrides.csv{,.gz}
sensitivity-scaling.file-pattern	*/Sensitivity_Scaling.csv{,.gz}

Hierarchy stores

Key	Value
book.parent-child.file-pattern	*/BookParentChild.csv{,.gz}
legal-entity.parent-child.file-pattern	*/LegalEntityParentChild.csv{,.gz}

Bucket stores

Key	Value
equity.buckets.file-pattern	*/Equity_Buckets.csv{,.gz}
commodity.buckets.file-pattern	*/Commodity_Buckets.csv{,.gz}
drc.bucket.sec-non-ctp.file-pattern	*/DRC_Bucket_SECNONCTP.csv{,.gz}
equity.bucket-description.file-pattern	*/Equity_Bucket_Description.csv{,.gz}

IMA stores

Key	Value
ima.risk-factors.file-pattern	*/IMARiskFactors.csv{,.gz}

Config stores

Key	Value
frtb.parameters.file-pattern	*/FRTBParameters.csv{,.gz}
parameter-set.file-pattern	*/ParameterSet.csv{,.gz}
calendars.file-pattern	*/Calendar.csv{,.gz}

PL stores

Key	Value
pl.var.vector.file-pattern	*/PL_VaR_Vector.csv{,.gz}
pl.var.scenario.file-pattern	*/PL_VaR_Scenario.csv{,.gz}
pl.summary.file-pattern	*/PL_Summary.csv{,.gz}
pl.summary.scenarios.file-pattern	*/PLSummary_Scenarios.csv{,.gz}

IMA trades stores

Key	Value
ima.trades.file-pattern	**/IMA__Trades.csv{,.gz}
ima.summary.file-pattern	*/IMA_Summary.csv{,.gz}

CSR files

Key	Value
csr.bucket.non-sec.file-pattern	*/CSR_Bucket_NONSEC.csv{,.gz}
csr.bucket.sec-ctp.file-pattern	*/CSR_Bucket_SECCTP.csv{,.gz}
csr.bucket.sec-non-ctp.file-pattern	*/CSR_Bucket_SECNONCTP.csv{,.gz}
csr.buckets.risk-weights.non-sec.file-pattern	*/CSR_BucketsRiskWeights_NONSEC.csv{,.gz}
csr.buckets.risk-weights.sec-ctp.file-pattern	*/CSR_BucketsRiskWeights_SECCTP.csv{,.gz}
csr.buckets.risk-weights.sec-non-ctp.file-pattern	*/CSR_BucketsRiskWeights_SECNONCTP.csv{,.gz}
csr.bucket.description.non-sec.file-pattern	*/CSR_Bucket_Description_NONSEC.csv{,.gz}
csr.bucket.description.sec-ctp.file-pattern	*/CSR_Bucket_Description_SECCTP.csv{,.gz}
csr.bucket.description.sec-non-ctp.file-pattern	*/CSR_Bucket_Description_SECNONCTP.csv{,.gz}
csr-ns.bucket.correlations.file-pattern	*/CSRNS_Bucket_Correlations.csv{,.gz}

Trades file

Key	Value
trade.attributes.sa.trades.file-pattern	*/{Trade_Attributes,SA_Trades}.csv{,.gz}

Legal Entity files

Key	Value
legal-entity.attributes.file-pattern	*/LegalEntityAttributes.csv{,.gz}
legal-entity.imports.file-pattern	*/LegalEntityImports.csv{,.gz}

DRC files

Key	Value
drc.scenario.count.file-pattern	*/DRC_SCENARIO_COUNT.csv{,.gz}
drc.trade.file-pattern	*/DRC_Trade_.csv{,.gz}
drc.summary.file-pattern	*/DRC_Summary_.csv{,.gz}
drc.linear.scenarios.file-pattern	*/DRC_LINEAR_SCENARIOS.csv{,.gz}
drc.non-linear.recovery.file-pattern	*/DRC_NonLinear_Recovery_.csv{,.gz}
drc.public-sector.obligor.risk-weights.file-pattern	*/DRC_Public_Sector_Obligor_Risk_Weights.csv{,.gz}

Sensitivities files

Key	Value
crif.pattern	*/.crif{,.gz}
sb.delta.sensitivities.file-pattern	**/SB_Delta_Sensitivities.csv{,.gz}
sb.vega.sensitivities.file-pattern	**/SB_Vega_Sensitivities.csv{,.gz}
sb.curvature.sensitivities.file-pattern	**/SB_Curvature_Sensitivities.csv{,.gz}
sbm.summary.delta.sensitivities.file-pattern	**/SBM_Summary_Delta_Sensitivities.csv{,.gz}
sbm.summary.vega.sensitivities.file-pattern	**/SBM_Summary_Vega_Sensitivities.csv{,.gz}
sbm.summary.curvature.sensitivities.file-pattern	**/SBM_Summary_Curvature_Sensitivities.csv{,.gz}

Overrides files

Key	Value
underlying-desc.overrides.file-pattern	*/Underlying_Desc_Overrides.csv{,.gz}
drc.obligor.overrides.file-pattern	*/Obligor_Overrides.csv{,.gz}
drc.tranche.overrides.file-pattern	*/Tranche_Overrides.csv{,.gz}
rrao.overrides.file-pattern	*/RRAO_Overrides.csv{,.gz}
risk-factor-desc.overrides.file-pattern	*/RiskFactor_Desc_Overrides.csv{,.gz}

Stress Calibration files

Key	Value
stress-calibration.trades.file-pattern	**/StressCalibration__Trades.csv{,.gz}
stress-calibration.scenarios.file-pattern	*/StressCalibration_Scenarios.csv{,.gz}

Multiple membership groups for IRT Desk

Key	Value
irt-desk-groups.file-pattern	*/IRTDeskGroups.csv{,.gz}

​Core stores

​Hierarchy stores

​Bucket stores

​IMA stores

​Config stores

​PL stores

​IMA trades stores

​CSR files

​Trades file

​Legal Entity files

​DRC files

​Sensitivities files

​Overrides files

​Stress Calibration files

​Multiple membership groups for IRT Desk

Core stores

Hierarchy stores

Bucket stores

IMA stores

Config stores

PL stores

IMA trades stores

CSR files

Trades file

Legal Entity files

DRC files

Sensitivities files

Overrides files

Stress Calibration files

Multiple membership groups for IRT Desk