Buckets configuration files contain mappings of the sensitivity fields to SA-CVA Buckets. Their content needs to be updated to translate the organization’s classifications to the ones defined in [MAR50.63].
Field
Key
Null
FieldType
Description
Example
AsOfDate
Y
N
String with format ‘YYYY-MM-DD’
Risk value date
2018-09-28
Sector
Y
N
String
Organization’s sector attribute corresponding to sectors in [MAR50.63]
Sovereigns
BucketNumber
N
N
String
Bucket number.
1
BucketSuffix
N
Y
String
Allows defining a BucketNumber subcategory - a) and b) - for the risk weight lookup - see [MAR50.63]
a)
BucketDescription
N
Y
String
Human-readable description of a bucket. The field is not used at the moment.
Sovereigns including central banks, multilateral development banks