FRTB Accelerator Reference Guide v2.4.0CSR Sec CTP Bucket Descriptions
Download sample file: CSR_Bucket_Description_SECCTP.csv
This file provides a description of CSR Sec CTP buckets, including canonical values for Credit Rating and Sector.
This CSR Sec CTP Bucket Descriptions file type is identified using the pattern: **/CSR_Bucket_Description_SECCTP*.csv (as specified by csr.bucket.description.sec-ctp.file-pattern).
This file is loaded using the CSR_BUCKET_DESCRIPTION_SECCTP topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Bucket | Y | N | String | Bucket number(1 – 16) | |
| 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. |