-
Notifications
You must be signed in to change notification settings - Fork 50
Expand file tree
/
Copy path06_29_2018.txt
More file actions
63 lines (57 loc) · 2.43 KB
/
06_29_2018.txt
File metadata and controls
63 lines (57 loc) · 2.43 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
Features:
- Commodity Risk Threshold Bucket Set (1)
- Commodity Risk Threshold Bucket Containment (2)
- Commodity Risk Threshold Bucket Access (3)
- Commodity Risk Threshold Bucket Initialization (4)
- Commodity Risk Threshold Bucket 1 (5)
- Commodity Risk Threshold Bucket 2 (6)
- Commodity Risk Threshold Bucket 3-4-5 (7)
- Commodity Risk Threshold Bucket 6-7 (8)
- Commodity Risk Threshold Bucket 8-9 (9)
- Commodity Risk Threshold Bucket 10 (10)
- Commodity Risk Threshold Bucket 11 (11)
- Commodity Risk Threshold Bucket 12 (12)
- Commodity Risk Threshold Bucket 13-14-15 (13)
- Commodity Risk Threshold Bucket 16 (14)
- Commodity Risk Threshold Bucket 17 (15)
- FX Materiality Type - Significantly Importance (19, 20)
- FX Materiality Type - Trade Frequency #1 (21, 22)
- FX Materiality Type - Trade Frequency #2 (23, 24)
- SIMM FX Risk Group Shell (25)
- FX Risk Group Category Number (26)
- FX Risk Group Currency Array (27)
- SIMM FX Risk Group Description (28)
- FX Risk Group Constructor Annotation (29, 30, 31)
- FX Risk Threshold Container - Shell (32)
- FX Risk Threshold Container - Map (33)
- FX Risk Threshold Container - Category (34)
- FX Risk Threshold Container - Containment (35)
- FX Risk Threshold Container - Retrieval (36)
- FX Risk Threshold Container - Initialization (37)
- FX Risk Threshold Container - #1 (38)
- FX Risk Threshold Container - #2 (39)
- FX Risk Threshold Container - #3 (40)
- Risk Factor FX Threshold Container (41)
- FX Systemics - Trim Out Materiality (42)
- FX Category Delta Concentration Threshold (43, 44)
- FX Risk Category Delta Threshold (45, 46)
- FX Risk Category Threshold 1-2-3 (47, 48)
- FX Category Vega Threshold Map (49)
- FX Risk Category Vega Threshold (50, 51)
- FX Risk Category #1 Threshold (52)
- FX Risk Category #2 Threshold (53)
- FX Risk Category #3 Threshold (54)
- Cross Risk Class Correlation - Shell (55)
- Interest Rate Credit Qualifying Correlation (56, 57)
- Interest Rate Credit Non Qualifying Correlation (58, 59)
- Interest Rate Equity Correlation (60)
- Interest Rate Commodity Correlation (61)
- Interest Rate FX Correlation (62, 63)
- Credit Qualifying Non Correlation (64)
- Credit Qualifying Equity Correlation (65, 66)
- Credit Qualifying Commodity Correlation (67)
- Credit Qualifying FX Correlation (68, 69)
Bug Fixes/Clean-up:
Samples:
- Commodity Risk Concentration Threshold #1 (16)
- Commodity Risk Concentration Threshold #2 (17, 18)