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SBM_Delta_Sensitivities*.csv

The Delta Sensitivity Data is loaded from the Delta files.

The following table lists the fields in the file format that is used for the CSR Sec non-CTP risk-class. See the Delta 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
Sensitivity Currency	DeltaCcy
Sensitivities	DeltaSensitivities	May be single value or vector, with the same number of entries as Tenors.
Risk Class	RiskClass	“CSR Sec non-CTP”
Sensitivity Tenor	SensitivityDates	May be single value, vector, or empty. If empty, treated as the prescribed tenors: 0.5;1;3;5;10.
Risk Factor Name	RiskFactor	(Optional) If not present, generated during ETL.
Curve Type	RiskFactorType	“Bond” or “CDS”
Tranche Name	Underlying
Bucket	Bucket	1-25
Credit Quality	CSRQuality
Sector	CSRSector
Optionality	Optionality	Should this sensitivity be included in the Curvature calculations (‘Y’) or not (‘N’)?