FRTB Accelerator Cubes GuideCSR non-Sec Buckets
Download sample file: csr-non-sec-buckets.csv
This file provides a mapping from Credit Quality and Sector to CSR non-Sec bucket.
This CSR non-Sec Buckets file type is identified using the pattern: csr.bucket.non-sec.file-pattern**/CSR_Bucket_NONSEC*.csv (as specified by csr.bucket.non-sec.file-pattern).
This file is loaded using the CSR_BUCKET_NONSEC topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Bucket | N | N | String | Bucket number (1 – 16) | |
| CreditQuality | Y | N | String | Must match “CSRQuality” in sensitivities file | |
| Sector | Y | N | String | Must match “CSRSector” in sensitivities file | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |