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 |
|---|---|
| Currency | The FX bucket to apply the overridden risk weight to |
| FX Risk Weight | The FX Delta risk weight to use for the bucket |
| Start Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Currency | FX Risk Weight | Start Date | ParameterSet |
|---|---|---|---|
| DKK | 0.0225 | 2016-01-01 | CRR2 |
| DKK | 0.0225 | 2020-07-10 | CRR2 |
| BGN | 0.05 | 2020-07-10 | CRR2 |
| HRK | 0.05 | 2020-07-10 | CRR2 |