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Bucket [MAR10.11]
The bucket is identified by the following fields:
| Key Field |
Description |
| Credit Quality |
“IG”, “HY”, or “NR” |
| Sector |
The relevant sector of the credit issuer |
Buckets have the following properties:
| Field |
Description |
| ID |
1-18 |
| Credit Quality Category |
The canonical Credit Quality for the Bucket |
| Sector Category |
The canonical Sector for the Bucket |
FRTB Accelerator Cubes Guide