Download sample file: Multiplier.csv Backtesting dependent multiplier (see [MAR32.9]). This Multiplier file type is identified using the pattern: **/Multiplier.csv (as specified by multiplier.file-pattern). A sample file isDocumentation Index
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Multiplier. This file is loaded using the IMAMultiplier topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
| Field | Key | Null | FieldType | Description | Example |
| NumExceptions | Y | N | Integer | The number of exceptions encountered in the backtesting of the bank’s daily VaR. | |
| Multiplier | N | N | Double | The multiplier used in the calculation of the aggregated charge associated with approved desks (see [MAR33.41] and [MAR33.42]). | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. | |
| ParameterSet | Y | Y | String | The parameter set to which the multiplier belongs (default = BCBS). | BCBS |