Skip to main content
Maps Tenors to Risk Weights. The file GIRR_Delta_Weightings*.csv is loaded into the GIRRDeltaWeighting store.
Data Model FieldFile ColumnDatastore ColumnNotes
Sensitivity TenorVertexVertex0.25;0.5;1;2;3;5;10;15;20;30
RWkRW_k in [MAR21.42]Risk WeightRiskWeight