FRTB Accelerator Reference Guide v2.4.0DRC Buckets
Download sample file: DRC_Bucket_SECNONCTP.csv
This file provides a mapping from Region and Asset Class to DRC Sec non-CTP Bucket.
This DRC Buckets file type is identified using the pattern: **/DRC_Bucket_SECNONCTP*.csv (as specified by drc.bucket.sec-non-ctp.file-pattern).
This file is loaded using the DrcSecNonCtpBuckets topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Bucket | N | N | String | The DRC Bucket | |
| Region | Y | N | String | Region for Bucket (BCBS 457, MAR22.31(b)). Values must match DRC trades file. | |
| AssetClass | Y | N | String | Asset class for Bucket (BCBS 457, MAR22.31(b)). Values must match DRC trades file. | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |