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Credit Quality Mapper
Download sample file: credit-quality-mapper.csv
The file must contain a category for each credit quality. This category is used to determine whether two credit quality should be considered the same.
No default value is set: the same value as the credit quality does not become the category value if not defined.
| Field |
Key |
Null |
FieldType |
Description |
Example |
| AsOfDate |
Y |
N |
String with format ‘YYYY-MM-DD’ |
Risk value date. |
2018-09-28 |
| ParameterSet |
Y |
Y |
String |
Specifies the parameter set to which the parameter belongs. If no ParameterSet is defined within the file, it will default to BCBS. |
BCBS |
| CreditQuality |
Y |
N |
String |
The credit quality to which a category is assigned. |
HY |
| Category |
N |
N |
String |
The category assigned to a credit quality. |
HY/NR |