> ## 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_Major_Currency

> Reference for the GIRR_Major_Currency configuration file, which lists the major currencies from MAR21.44 (EUR, USD, GBP, AUD, JPY, SEK, CAD) that qualify for a risk weight reduction by the square root of 2 in GIRR delta calculations.

The **GIRR\_Major\_Currency.csv** file lists the major currencies in [MAR21.44](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_44).

## 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 |              |
