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Getting started
- About
- CRR2 support
- Glossary
Tutorials
- Data Health Check
- Tips for Validating the Calculations
- Viewing QIS Numbers
- Workaround for deadlock issue when attempting to create partitions for reference stores
Cube reference
Input File Formats
-
Common and Booking Files
-
Core Configuration Files
-
CRIF Files
-
Sensitivity Files
-
SA Input File Formats
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Bucket Files
--- Commodity Buckets
--- CSR non-Sec Bucket Descriptions
--- CSR non-Sec Buckets
--- CSR Sec CTP Bucket Descriptions
--- CSR Sec CTP Buckets
--- CSR Sec non-CTP Bucket Descriptions
--- CSR Sec non-CTP Buckets
--- Equity Buckets
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DRC Trade Level Files
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SBM Sensitivity-specific Files
Datastores
FRTB Accelerator Interpretation and Implementation of BCBS 457
CSR non-Sec Buckets
Download sample file: CSR_Bucket_NONSEC.csv
This file provides a mapping from Credit Quality and Sector to CSR non-Sec bucket.
This CSR non-Sec Buckets file type is identified using the pattern: **/CSR_Bucket_NONSEC*.csv (as specified by csr.bucket.non-sec.file-pattern
).
This file is loaded using the CSR_BUCKET_NONSEC 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.