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