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SBM_Curvature_Sensitivities*.csv

The Curvature Sensitivity Data is loaded from the Curvature files.

The following table lists the fields in the file format that are used for the CSR Sec CTP risk-class. See the Curvature file format documentation for details on the file format. See Data Model (Core) for a description of the data model.

Data Model Field	File Column	Notes
As-Of Date	AsOfDate
Trade ID	TradeID
Risk Class	RiskClass	“CSR Sec CTP”
Risk Factor Name	RiskFactor	(Optional) If not present, generated during ETL.
Shock Up	Shift_Up_PV
Shock Down	Shift_Down_PV
Sensitivity Currency	CurvatureCcy
Risk Weight	RiskWeight	(Optional)
PV Applied	PV Applied	Has the Trade PV already been subtracted from the shocked PVs (‘Y’) or not (‘N’)?
Underlying Name	Underlying
Bucket	Bucket	1-16
Credit Quality	CSRQuality
Sector	CSRSector