File format
| Field name | Description |
|---|---|
| Category | The category used to specify the scale factor |
| Scale Factor | The scale factor applied to the SBM sensitivities |
| Start Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Category | Scale Factor | Start Date | ParameterSet |
|---|---|---|---|
| Business Day 0 | 0 | 2016-01-01 | CRR2 |
| Business Day 1 | 0.1 | 2016-01-01 | CRR2 |
| Business Day 2 | 0.25 | 2016-01-01 | CRR2 |
| Business Day 3 | 0.25 | 2016-01-01 | CRR2 |
| Business Day 4 | 0.50 | 2016-01-01 | CRR2 |
| Business Day 5 | 0.75 | 2016-01-01 | CRR2 |