File format
| Field name | Description |
|---|---|
| FRTB Selected CCY | A GIRR major currency |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| FRTB Selected CCY | Date | ParameterSet |
|---|---|---|
| EUR | 2016-01-01 | |
| USD | 2016-01-01 | |
| GBP | 2016-01-01 | |
| AUD | 2016-01-01 | |
| JPY | 2016-01-01 | |
| SEK | 2016-01-01 | |
| CAD | 2016-01-01 |