LiquidityHorizons - Atoti Hub

The LiquidityHorizons.csv file provides a list of liquidity horizons for IMA IMCC calculations. The horizons follow .

File format

Field name	Description
Index	The number of the liquidity horizon
Liquidity Horizon	The liquidity horizon
Date	The start date that the parameter takes effect
ParameterSet	The parameter set to which the parameter belongs (default = BCBS)

Index	Liquidity Horizon	Date
1	10	2016-01-01
2	20	2016-01-01
3	40	2016-01-01
4	60	2016-01-01
5	120	2016-01-01