Input Files (Reference Implementation)

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

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

The mapping of Sector and Credit Quality to Bucket is loaded from the CSR Sec non-CTP Buckets file into the into the CSRSecNonCTPBucket store A description of these buckets is loaded from the CSR Sec non-CTP Bucket Descriptions file.