Navigation :
CSR_Bucket_SECNONCTP*.csv
Maps Credit Quality + Sector to Bucket
The file CSR_Bucket_SECNONCTP.csv* is loaded into the CSRSecNonCTPBucket store.
| Data Model Field |
File Column |
Notes |
| Credit Quality |
Credit Quality |
Must match Credit Quality in Sensitivities files. |
| Sector |
Sector |
Must match Sector in Sensitivities files. |
| Bucket |
Bucket |
1-25 |
FRTB Accelerator Cubes Guide