The following parameters files are used in the ActiveViam FRTB solution calculations:Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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- Commodity_BucketRiskWeights
- Commodity_IntraBucketCorrelations
- CSR_BucketsRiskWeights_NONSEC
- CSR_BucketsRiskWeights_SECCTP
- CSR_BucketsRiskWeights_SECNONCTP
- CSRNS_Bucket_Correlations
- Default_Risk_Weights
- EQTY_BucketsRiskWeights
- ERBA_Risk_Weight
- FRTBParameters
- FX_Risk_Weight_Overrides
- FX_Special_Crosses
- GIRR_Correlation_Overrides
- GIRR_Delta_Weightings
- GIRR_Major_Currency
- Instrument_LGD
- LiquidityHorizons
- Obligor_Risk_Weights
- Option_Residual_Maturity_Vertices
- ParameterSet
- Sensitivity_Scaling
- Vega_Liquidity_Horizons
- Vertices
- CSR non-Sec Buckets
- CSR Sec CTP Buckets
- CSR Sec non-CTP Buckets
- DRC Seniority Description