Input Files (Reference Implementation)

This section describes how the input files containing the sensitivities and mappings are used for the CSR non-Sec risk class

The sensitivities are loaded from the Delta, Vega, Curvature, or CRIF sensitivity files.

The mapping of Sector and Rating to Bucket is loaded from the CSR non-Sec Buckets file. A description of these buckets is loaded from the CSR non-Sec Bucket Descriptions file.