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.
File format
| Field name | Description |
|---|---|
| Index | The number of the vertex |
| Vertex | The maturity vertex |
| FRTB Risk Class | The SBM risk class |
| Risk Measure | The SBM risk measure (“Delta” or “Vega”) |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Index | Vertex | FRTB Risk Class | Risk Measure | Date | ParameterSet |
|---|---|---|---|---|---|
| 0 | 0.25 | GIRR | Delta | 2016-01-01 | |
| 1 | 0.5 | GIRR | Delta | 2016-01-01 | |
| 2 | 1 | GIRR | Delta | 2016-01-01 | |
| 3 | 2 | GIRR | Delta | 2016-01-01 | |
| 4 | 3 | GIRR | Delta | 2016-01-01 | |
| 5 | 5 | GIRR | Delta | 2016-01-01 | |
| 6 | 10 | GIRR | Delta | 2016-01-01 | |
| 7 | 15 | GIRR | Delta | 2016-01-01 | |
| 8 | 20 | GIRR | Delta | 2016-01-01 | |
| 9 | 30 | GIRR | Delta | 2016-01-01 | |
| 0 | 0 | Crypto 2a | Delta | 2016-01-01 | |
| 1 | 0.25 | Crypto 2a | Delta | 2016-01-01 | |
| 2 | 0.5 | Crypto 2a | Delta | 2016-01-01 | |
| 3 | 1 | Crypto 2a | Delta | 2016-01-01 | |
| 4 | 2 | Crypto 2a | Delta | 2016-01-01 | |
| 5 | 3 | Crypto 2a | Delta | 2016-01-01 | |
| 6 | 5 | Crypto 2a | Delta | 2016-01-01 | |
| 7 | 10 | Crypto 2a | Delta | 2016-01-01 | |
| 8 | 15 | Crypto 2a | Delta | 2016-01-01 | |
| 9 | 20 | Crypto 2a | Delta | 2016-01-01 | |
| 10 | 30 | Crypto 2a | Delta | 2016-01-01 | |
| 0 | 0.5 | CSR non-Sec | Delta | 2016-01-01 | |
| 1 | 1 | CSR non-Sec | Delta | 2016-01-01 | |
| 2 | 3 | CSR non-Sec | Delta | 2016-01-01 | |
| 3 | 5 | CSR non-Sec | Delta | 2016-01-01 | |
| 4 | 10 | CSR non-Sec | Delta | 2016-01-01 | |
| 0 | 0.5 | CSR Sec CTP | Delta | 2016-01-01 | |
| 1 | 1 | CSR Sec CTP | Delta | 2016-01-01 | |
| 2 | 3 | CSR Sec CTP | Delta | 2016-01-01 | |
| 3 | 5 | CSR Sec CTP | Delta | 2016-01-01 | |
| 4 | 10 | CSR Sec CTP | Delta | 2016-01-01 | |
| 0 | 0.5 | CSR Sec non-CTP | Delta | 2016-01-01 | |
| 1 | 1 | CSR Sec non-CTP | Delta | 2016-01-01 | |
| 2 | 3 | CSR Sec non-CTP | Delta | 2016-01-01 | |
| 3 | 5 | CSR Sec non-CTP | Delta | 2016-01-01 | |
| 4 | 10 | CSR Sec non-CTP | Delta | 2016-01-01 | |
| 0 | 0 | Commodity | Delta | 2016-01-01 | |
| 1 | 0.25 | Commodity | Delta | 2016-01-01 | |
| 2 | 0.5 | Commodity | Delta | 2016-01-01 | |
| 3 | 1 | Commodity | Delta | 2016-01-01 | |
| 4 | 2 | Commodity | Delta | 2016-01-01 | |
| 5 | 3 | Commodity | Delta | 2016-01-01 | |
| 6 | 5 | Commodity | Delta | 2016-01-01 | |
| 7 | 10 | Commodity | Delta | 2016-01-01 | |
| 8 | 15 | Commodity | Delta | 2016-01-01 | |
| 9 | 20 | Commodity | Delta | 2016-01-01 | |
| 10 | 30 | Commodity | Delta | 2016-01-01 | |
| 0 | 0.5 | GIRR | Vega | 2016-01-01 | |
| 1 | 1 | GIRR | Vega | 2016-01-01 | |
| 2 | 3 | GIRR | Vega | 2016-01-01 | |
| 3 | 5 | GIRR | Vega | 2016-01-01 | |
| 4 | 10 | GIRR | Vega | 2016-01-01 | |
| 0 | 0.5 | Equity | Vega | 2016-01-01 | |
| 1 | 1 | Equity | Vega | 2016-01-01 | |
| 2 | 3 | Equity | Vega | 2016-01-01 | |
| 3 | 5 | Equity | Vega | 2016-01-01 | |
| 4 | 10 | Equity | Vega | 2016-01-01 | |
| 0 | 0.5 | FX | Vega | 2016-01-01 | |
| 1 | 1 | FX | Vega | 2016-01-01 | |
| 2 | 3 | FX | Vega | 2016-01-01 | |
| 3 | 5 | FX | Vega | 2016-01-01 | |
| 4 | 10 | FX | Vega | 2016-01-01 | |
| 0 | 0.5 | CSR non-Sec | Vega | 2016-01-01 | |
| 1 | 1 | CSR non-Sec | Vega | 2016-01-01 | |
| 2 | 3 | CSR non-Sec | Vega | 2016-01-01 | |
| 3 | 5 | CSR non-Sec | Vega | 2016-01-01 | |
| 4 | 10 | CSR non-Sec | Vega | 2016-01-01 | |
| 0 | 0.5 | CSR Sec CTP | Vega | 2016-01-01 | |
| 1 | 1 | CSR Sec CTP | Vega | 2016-01-01 | |
| 2 | 3 | CSR Sec CTP | Vega | 2016-01-01 | |
| 3 | 5 | CSR Sec CTP | Vega | 2016-01-01 | |
| 4 | 10 | CSR Sec CTP | Vega | 2016-01-01 | |
| 0 | 0.5 | CSR Sec non-CTP | Vega | 2016-01-01 | |
| 1 | 1 | CSR Sec non-CTP | Vega | 2016-01-01 | |
| 2 | 3 | CSR Sec non-CTP | Vega | 2016-01-01 | |
| 3 | 5 | CSR Sec non-CTP | Vega | 2016-01-01 | |
| 4 | 10 | CSR Sec non-CTP | Vega | 2016-01-01 | |
| 0 | 0.5 | Commodity | Vega | 2016-01-01 | |
| 1 | 1 | Commodity | Vega | 2016-01-01 | |
| 2 | 3 | Commodity | Vega | 2016-01-01 | |
| 3 | 5 | Commodity | Vega | 2016-01-01 | |
| 4 | 10 | Commodity | Vega | 2016-01-01 | |
| 0 | 0.5 | Crypto 2a | Vega | 2016-01-01 | |
| 1 | 1 | Crypto 2a | Vega | 2016-01-01 | |
| 2 | 3 | Crypto 2a | Vega | 2016-01-01 | |
| 3 | 5 | Crypto 2a | Vega | 2016-01-01 | |
| 4 | 10 | Crypto 2a | Vega | 2016-01-01 |