Credit Quality Mapper

SA

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