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CSR Sec CTP Buckets

Download sample file: CSR_Bucket_SECCTP.csv

This file provides a mapping from Credit Quality and Sector to CSR Sec CTP bucket.

This CSR Sec CTP Buckets file type is identified using the pattern: **/CSR_Bucket_SECCTP*.csv (as specified by csr.bucket.sec-ctp.file-pattern). This file is loaded using the CSR_BUCKET_SECCTP 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.
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