Multiplier - Atoti Hub

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 is 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

IMA summary

Risk factors

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