GIRR_Major_Currency*.csv rows under its ParameterSet. The ordinary ParameterSet fallback applies: the closest ancestor holding rows on the as-of date wins. A declared list replaces the inherited one. It must therefore restate every currency it keeps.
The domestic (reporting) currency of the institution is not added implicitly. That currency receives the reduced risk weight only when the parameter set lists it.
What is the file format?
The columns are read by position, in the order of the following table, not by header name. The column order is therefore fixed while the header text is free.
The parameter set of a row comes from the
ParameterSet column, never from the file name or the directory. Naming a file GIRR_Major_Currency_EU-DA.csv under an EU-DA directory is a convention only.
What are the file values?
The base file issample-data/configuration/GIRR_Major_Currency.csv.
The
EU-DA file is sample-data/configuration/EU-DA/GIRR_Major_Currency_EU-DA.csv. It restates the seven base currencies and adds DKK as an example. For the regulation behind those rows, see EU-DA support.