Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-release/release-notes.html
-- Release notes
test ../ test dev/dev-release/migrate-5.1.html
-- Migration notes 5.1
test ../ test dev/dev-release/previous-migration.html
--
Previous migration notes
test ../ test dev/dev-getting-started.html
-
Getting started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
test ../ test dev/dev-extensions.html
-
Extending Atoti CVA Risk Capital
test ../ test user-getting-started.html
Getting started
test ../ test user-getting-started/about-guide.html
- Using this guide
test ../ test user-getting-started/pdf.html
- PDF guides
test ../ test user-getting-started/about-cvarc.html
- About the Solution
test ../ test user-getting-started/whats-new.html
- What's New
test ../ test user-getting-started/bookmarks.html
- Bookmarks
test ../ test regulatory-calcs.html
Regulatory calculations
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube reference
test ../ test cube/context-values.html
-
Context Values
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/commoditygroup.commoditygroup.html
-- [CommodityGroup].[CommodityGroup]
test ../ test cube/creditquality.creditquality.html
-- [CreditQuality].[CreditQuality]
test ../ test cube/curvetype.curvetype.html
-- [CurveType].[CurveType]
test ../ test cube/dates.date.html
-- [Dates].[Date]
test ../ test cube/delta-sensitivityccy.delta-sensitivityccy.html
-- [delta-SensitivityCcy].[delta-SensitivityCcy]
test ../ test cube/economy.economy.html
-- [Economy].[Economy]
test ../ test cube/epoch.epoch.html
-- [Epoch].[Epoch]
test ../ test cube/iscva.iscva.html
-- [isCVA].[isCVA]
test ../ test cube/nettingsettradeid.nettingsettradeid.html
-- [NettingSetTradeId].[NettingSetTradeId]
test ../ test cube/parameter-set.parameter-set.html
-- [Parameter Set].[Parameter Set]
test ../ test cube/referencecurrency.referencecurrency.html
-- [ReferenceCurrency].[ReferenceCurrency]
test ../ test cube/referencename.referencename.html
-- [ReferenceName].[ReferenceName]
test ../ test cube/regulatorybucket.regulatorybucket.html
-- [RegulatoryBucket].[RegulatoryBucket]
test ../ test cube/regulatoryriskfactor.regulatoryriskfactor.html
-- [RegulatoryRiskFactor].[RegulatoryRiskFactor]
test ../ test cube/risk.creditquality.html
-- [Risk].[CreditQuality]
test ../ test cube/risk.cvacounterpartyid.html
-- [Risk].[CVACounterpartyId]
test ../ test cube/risk.is-single-name.html
-- [Risk].[Is Single Name]
test ../ test cube/risk.sectors.html
-- [Risk].[Sectors]
test ../ test cube/riskclass.riskclass.html
-- [RiskClass].[RiskClass]
test ../ test cube/riskfactorccy.riskfactorccy.html
-- [RiskFactorCcy].[RiskFactorCcy]
test ../ test cube/riskfactorid.riskfactorid.html
-- [RiskFactorId].[RiskFactorId]
test ../ test cube/riskmeasure.riskmeasure.html
-- [RiskMeasure].[RiskMeasure]
test ../ test cube/sector.sectors.html
-- [Sector].[Sectors]
test ../ test cube/size.size.html
-- [Size].[Size]
test ../ test cube/tradeposition.capitaltreatment.html
-- [TradePosition].[CapitalTreatment]
test ../ test cube/tradeposition.eadccy.html
-- [TradePosition].[EADCcy]
test ../ test cube/tradeposition.isbaeligible.html
-- [TradePosition].[IsBaEligible]
test ../ test cube/tradeposition.iscarvedout.html
-- [TradePosition].[IsCarvedOut]
test ../ test cube/tradeposition.issaeligible.html
-- [TradePosition].[IsSaEligible]
test ../ test cube/tradeposition.netting-sets.html
-- [TradePosition].[Netting Sets]
test ../ test cube/tradeposition.referencename.html
-- [TradePosition].[ReferenceName]
test ../ test cube/tradeposition.trade-date.html
-- [TradePosition].[Trade Date]
test ../ test cube/tradeposition.trades.html
-- [TradePosition].[Trades]
test ../ test cube/tradeposition.underimm.html
-- [TradePosition].[UnderIMM]
test ../ test cube/vega-sensitivityccy.vega-sensitivityccy.html
-- [vega-SensitivityCcy].[vega-SensitivityCcy]
test ../ test cube/vertices.vertices.html
-- [Vertices].[Vertices]
test ../ test cube/measures.html
-
Measures
test ../ test input-files.html
Input file formats
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
[RegulatoryBucket].[RegulatoryBucket]
Description
Regulatory bucket
Dimension
RegulatoryBucket
Hierarchy
RegulatoryBucket
Levels
[ALL, RegulatoryBucket, BucketSuffix]
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