CSR Sec CTP Bucket Descriptions

Download sample file: CSR_Bucket_Description_SECCTP.csv

This file provides a description of CSR Sec CTP buckets, including canonical values for Credit Rating and Sector.

When the SBM sensitivity files (Curvature, Delta, or Vega) omit the rating and/or sector fields, they can be filled from this CSR Sec CTP Bucket Descriptions file. To take advantage of this, the bucket description file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file.

This CSR Sec CTP Bucket Descriptions file type is identified using the pattern: **/CSR_Bucket_Description_SECCTP*.csv (as specified by csr.bucket.description.sec-ctp.file-pattern). This file is loaded using the CSR_BUCKET_DESCRIPTION_SECCTP topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.