[RegulatoryBucket].[RegulatoryBucket]

This hierarchy has two levels: one displays the bucket number - 1,2,3,etc - used as aggregation level for bucket-level charges, the second level shows bucket suffix for counterparty credit spread- a) and b) - this level is used to lookup risk weights for counterparty credit spread sensitivity.

Please refer to the Regulatory calculations section to read more about how the regulatory bucket is derived.

See also

• SA approach
• [RegulatoryRiskFactor].[RegulatoryRiskFactor]