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
Equity Buckets
Download sample file: Equity_Buckets.csv
This file provides a mapping from Market Cap, Issuer Economy, and Issuer Sector to Equity Bucket.
When the SBM sensitivity files (Curvature , Delta , or Vega ) omit the Bucket field, it is filled in from this Equity 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 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. See the Topic Aliases table for an understanding of the topic aliases associated with each 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.