FRTB Accelerator Reference Guide v2.4.0Equity Buckets
Download sample file: Equity_Buckets.csv
This file provides a mapping from Market Cap, Issuer Economy, and Issuer Sector to Equity Bucket.
This Equity Buckets file type is identified using the pattern: **/Equity_Buckets*.csv (as specified by equity.buckets.file-pattern).
This file is loaded using the EquityBuckets topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| MarketCap | Y | N | String | Value must be “Large”,“Small"or “Other” and must match sensitivities file | |
| IssuerEconomy | Y | N | String | Value must be “Emerging economy”,“Advanced economy”, or “Other” and must match sensitivities file | |
| IssuerSector | Y | N | String | Must match “EquitySector” of sensitivities file | |
| Bucket | N | N | String | Bucket number (1 – 13) | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |