Book parent child v1

Download sample file: BookParentChild.csv This file provides a description of the organisation’s book structure, using a parent/child relationship, including identification and description of desks. This Book Parent Child v1 file type is identified using the pattern: **/BookParentChild*[!.v2].csv{,.gz} (as specified by book.parent-child.file-pattern). A sample file is BookParentChild. This file is loaded using the TOPIC_COMBINED_BOOK_PARENT_CHILD_AND_DESK topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.


Field	Key	Null	FieldType	Description	Example
Name	Y	N	String	Name of the node in the Book/Desk hierarchy.
Parent	N	Y	String	Name of the parent node (or null if there is no parent).
FRTBDesk	N	Y	‘Y’ or ‘N’	This is set to ‘Y’ if this node is a desk for the purposes of FRTB. If so, then ‘FRTBApproach’ and ‘PLA Zone’ are populated – otherwise they are empty.
Category	N	Y	String	Optional category for the node (and all Descendant nodes). This field is only used if the property `categories-hierarchy.enabled=true` is set.
FRTBApproach	N	Y	‘SA’ or ‘IMA’	For FRTB desks, this field indicates which model (i.e. approach) should be used for calculating the Risk Charge (either ‘SA’ or ‘IMA’). If not an FRTB desk, this field is empty.
PLA Zone	N	Y	‘R’, ‘A’, or ‘G’	For FRTB desks, this field indicates which zone the desk falls into according to the PLA test metrics [MAR32.42]. If not an FRTB desk, this field is empty.
IRT Desk	N	Y	‘Y’ or ‘N’	Indicates whether the desk is an Internal Risk Transfer (IRT) desk. ACR is calculated separately for desks flagged as IRT.
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.

THIS FILE IS DEPRECATED

Flattened Hierarchy

After this file is loaded into the datastore, a datastore listener will trigger some further processing that will flatten the hierarchy. The tree is walked and each node is assigned a level in the BookHierarchy hierarchy. The leaf nodes of the tree become the books in the Book hierarchy, and each trade is mapped to a book. It is expected that every path from the top nodes to the leaf nodes will pass through exactly one desk. This way the Desk, FRTB Approach (SA/IMA), PLA Zone (R/A/G or “N/A”), and IRT flag (Y/N) can be set for each leaf node.

Book description

Book parent child v2

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​Flattened Hierarchy

Flattened Hierarchy