Buckets - Equity

SA

Download sample file: sa-cva-buckets-equity.csv

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 [MAR50.70].

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 [MAR50.70] Technology
Size Y N String Field used to map sensitivities to a bucket: ‘Large’ ‘Small’ ‘Other’ Large
Economy Y N String Field used to map sensitivities to a bucket: ‘Emerging market economies’ ‘Advanced economies’ ‘Other’ Emerging market economies
BucketNumber N N String Bucket number 4
BucketDescription N Y String Human-readable description of a bucket. The field is not used at the moment. Large Emerging Financials including government-backed financials, real estate activities, technology