Maps Tenors to Risk Weights. The file GIRR_Delta_Weightings*.csv is loaded into the GIRRDeltaWeighting store.Documentation Index
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| Data Model Field | File Column | Datastore Column | Notes |
|---|---|---|---|
| Sensitivity Tenor | Vertex | Vertex | 0.25;0.5;1;2;3;5;10;15;20;30 |
| in [MAR21.42] | Risk Weight | RiskWeight |