> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Stress calibration scenario FX rates

Download sample file: [StressCalibration\_ScenarioFX.csv](../assets/csv/StressCalibration_ScenarioFX.csv)

This Stress Calibration Scenario FX Rates file type is identified using the pattern: **\*\*/StressCalibration\_ScenarioFX\*.csv** (as specified by stress-calibration.scenario-fx.file-pattern). A sample file is `StressCalibration_ScenarioFX`. This file is loaded using the **StressCalibrationScenarioFxRates** topic. See the [Topic Aliases table](../dev/dev-ref-impl/dev-dlc/dlc-frtb-config#topic-aliases) for an understanding of the topic aliases associated with each topic.

### FXHistorical Topic

The `EsScenarioFxHistorical` topic has the same file format as IMA\_ES\_ScenarioFX.csv. The difference is the file location.

* When loading the `EsScenarioFxRates` topic, the as-of date is provided in the scope and the file will be loaded from the corresponding directory.
* When loading the `EsScenarioFxHistorical` topic, no as-of date is provided in the scope and all IMA\_ES\_ScenarioFX.csv files from the historical directory are loaded.

## FxRate Lookup

The $FxRate$ for converting the input currency value into the target currency value is obtained based on the data in the [EsScenarioFxRates store](../datastore/internalmodelsapproach/es-scenario-fx-rates).

Similar to the scalar base FX rates, a common currency is used to calculate cross rates.

|                  |         |          |                   |                                                                                                                                                                                                |             |
| ---------------- | ------- | -------- | ----------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ----------- |
| **Field**        | **Key** | **Null** | **FieldType**     | **Description**                                                                                                                                                                                | **Example** |
| RiskFactorSet    | Y       | Y        | String            | The risk-factor set to which the entry belongs. The following different values are possible:“Full”: data for the full set of risk-factors, “Reduced”: data for the reduced set of risk factors |             |
| RiskClass        | Y       | N        | String            | The risk class, which will be one of the following:GIRR, CSR, Equity, Commodity, FX, allin                                                                                                     |             |
| LiquidityHorizon | Y       | Y        | String            | The Liquidity Horizon in days: 10, 20, 40, 60, or 120.                                                                                                                                         |             |
| BaseCurrency     | Y       | N        | String            | The left side of the currency pair.                                                                                                                                                            |             |
| CounterCurrency  | Y       | N        | String            | The right side of the currency pair.                                                                                                                                                           |             |
| Rates            | N       | N        | Double Vector     | The vector of FX rates between the two currencies. The vector is index by the same scenarios as the corresponding PV vector.                                                                   |             |
| AsOfDate         | Y       | N        | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data.                                                                                                                                                 |             |