FRTB Accelerator Reference Guide v3.0.0CSR Sec non-CTP Buckets
Download sample file: CSR_Bucket_SECNONCTP.csv
This file provides a mapping from Credit Quality and Sector to CSR Sec non-CTP bucket.
This CSR Sec non-CTP Buckets file type is identified using the pattern: **/CSR_Bucket_SECNONCTP*.csv (as specified by csr.bucket.sec-non-ctp.file-pattern).
This file is loaded using the CSR_BUCKET_SECNONCTP topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Bucket | N | N | String | Bucket number(1 – 25) | |
| 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. |