Buckets configuration files contain mappings of the sensitivity fields to SA-CVA Buckets. Their content needs to be updated to translate the organization’s classifications to the ones defined in [MAR50.66].
Field
Key
Null
FieldType
Description
Example
AsOfDate
Y
N
String with format ‘YYYY-MM-DD’
Risk value date
2018-09-28
Sector
Y
N
String
Organization’s sector attribute corresponding to sectors in [MAR50.66]
Manufacturing
CreditQuality
Y
N
String
Field used to map sensitivities to a bucket, must contain one of the following: ‘HY’ ‘IG’ ‘NR’
IG
BucketNumber
N
N
String
Bucket number.
4
BucketDescription
N
Y
String
Human-readable description of a bucket. Used for analytical purposes
IG Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying. The field is not used at the moment.