To get the B using reindex
B.reindex( pd.MultiIndex.from_product([B.index.levels[0],
A.index], names=['Bank', 'Curency']),fill_value=0)
Out[62]:
Notional
Bank Curency
Bank_1 AUD 16
BRL 0
CAD 13
EUR 22
INR 0
Bank_2 AUD 24
BRL 0
CAD 20
EUR 17
INR 0
To get the A using concat
pd.concat([A]*2,keys=B.index.levels[0])
Out[69]:
AUD BRL CAD EUR INR
Bank
Bank_1 AUD 10 5 10 14 1
BRL 17 1 14 10 8
CAD 3 7 3 15 2
EUR 17 1 15 2 16
INR 7 15 6 7 4
Bank_2 AUD 10 5 10 14 1
BRL 17 1 14 10 8
CAD 3 7 3 15 2
EUR 17 1 15 2 16
INR 7 15 6 7 4