> ## 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.

# GIRR_Delta_Weightings

> Reference for the GIRR_Delta_Weightings configuration file, which sets the delta risk weight for each GIRR vertex from 0.25 to 30 years, used in interest rate sensitivity calculations under SBM.

export function renderConfigIntro(fileName, description, storeName = "") {
  const cleanDescription = (description ?? "").trim();
  const sentence = cleanDescription && !cleanDescription.endsWith(".") ? `${cleanDescription}.` : cleanDescription;
  const cleanStore = (storeName ?? "").trim();
  return <p>
      The <strong>{fileName}.csv</strong> file {sentence}
      {cleanStore ? <>
          {" "}
          It is loaded into the <strong>{cleanStore}</strong> store.
        </> : null}
    </p>;
}

{renderConfigIntro("GIRR_Delta_Weightings", "provides the GIRR Delta risk weights.", "GIRRDeltaWeighting")}

## File format

| Field name          | Description                                                       |
| ------------------- | ----------------------------------------------------------------- |
| FRTB SA Vertex      | The GIRR Delta Vertex                                             |
| FRTB SA Risk weight | The GIRR Delta risk weight for the vertex                         |
| Date                | The start date that the parameter takes effect                    |
| ParameterSet        | The parameter set to which the parameter belongs (default = BCBS) |

## File values

| FRTB SA Vertex | FRTB SA Risk weight | Date       | ParameterSet |
| -------------- | ------------------- | ---------- | ------------ |
| 0.25           | 0.017               | 2016-01-01 |              |
| 0.5            | 0.017               | 2016-01-01 |              |
| 1              | 0.016               | 2016-01-01 |              |
| 2              | 0.013               | 2016-01-01 |              |
| 3              | 0.012               | 2016-01-01 |              |
| 5              | 0.011               | 2016-01-01 |              |
| 10             | 0.011               | 2016-01-01 |              |
| 15             | 0.011               | 2016-01-01 |              |
| 20             | 0.011               | 2016-01-01 |              |
| 30             | 0.011               | 2016-01-01 |              |