Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-health-check.html
- Data Health Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test configuration.html
Configuration files
test ../ test sign-off.html
Sign-Off Approvals
test ../ test cube.html
Data Cubes
test ../ test what-if.html
What-If Analysis
test ../ test datastore.html
Data Stores
test ../ test input-files.html
Input Files
test ../ test input-files/common.html
-
Common and Booking Files
test ../ test input-files/configuration.html
-
Core Configuration Files
test ../ test input-files/crif.html
-
CRIF Files
test ../ test input-files/sa_input_files.html
-
SA Input File Formats
test ../ test input-files/sa_input_files/buckets.html
--
Bucket Files
test ../ test input-files/commodity-buckets.html
--- Commodity Buckets
test ../ test input-files/csr-non-sec-bucket-descriptions.html
--- CSR non-Sec Bucket Descriptions
test ../ test input-files/csr-non-sec-buckets.html
--- CSR non-Sec Buckets
test ../ test input-files/csr-sec-ctp-bucket-descriptions.html
--- CSR Sec CTP Bucket Descriptions
test ../ test input-files/csr-sec-ctp-buckets.html
--- CSR Sec CTP Buckets
test ../ test input-files/csr-sec-non-ctp-bucket-descriptions.html
--- CSR Sec non-CTP Bucket Descriptions
test ../ test input-files/csr-sec-non-ctp-buckets.html
--- CSR Sec non-CTP Buckets
test ../ test input-files/equity-bucket-descriptions.html
--- Equity Bucket Descriptions
test ../ test input-files/equity-buckets.html
--- Equity Buckets
test ../ test input-files/sa_input_files/drc_trade_level.html
--
DRC Trade Level Files
test ../ test input-files/sa_input_files/overrides.html
--
Overrides
test ../ test input-files/sa_input_files/sbm_sensitivity-specific.html
--
SBM Sensitivity-specific Files
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
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.
When the SBM sensitivity files (Curvature , Delta , or Vega ) omit the Bucket field, it is filled in from this CSR non-Sec Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file.
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. See the Topic Aliases table for an understanding of the topic aliases associated with each 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.