Desk description - Atoti Hub

Download sample file: DeskDescription.csv This file provides a description of desks. For each desk, it records the FRTB approach (SA or IMA) used to calculate the Risk Charge and the PLA zone the desk falls into. The fields available in this file are described below. This Desk Description file type is identified using the pattern: **/DeskDescription*{,.v1}.csv{,.gz} (as specified by desk-description.file-pattern). A sample file is DeskDescription. This file is loaded using the DeskDescription topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field	Key	Null	FieldType	Description
Name	Y	N	String	Name of the Desk.
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.
deprecated	N	Y		IRT_Desk flag is now found in BookDescription
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.