FRTB Accelerator Reference Guide v2.4.0CSR non-Sec Bucket Descriptions
Download sample file: CSR_Bucket_Description_NONSEC.csv
This file provides a description of CSR non-Sec buckets, including canonical values for Credit Rating and Sector.
This CSR non-Sec Bucket Descriptions file type is identified using the pattern: **/CSR_Bucket_Description_NONSEC*.csv (as specified by csr.bucket.description.non-sec.file-pattern).
This file is loaded using the CSR_BUCKET_DESCRIPTION_NONSEC topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Bucket | Y | N | String | Bucket number(1 – 18) | |
| RatingCategory | N | N | String | Logical group of ratings | |
| SectorCategory | N | N | String | Logical group of sectors | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |