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 limits.html
Limit monitoring
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/sa_input_files/drc_trade_level.html
--
DRC Trade Level Files
test ../ test input-files/drc-buckets.html
--- DRC Buckets
test ../ test input-files/drc-seniority-description.html
--- DRC Seniority Description
test ../ test input-files/drc-trade-level-sa.html
--- DRC Trade Level (SA)
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 input-files/stress-calibration.html
-
Stress Calibration Input 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
DRC Buckets
Download sample file: DRC_Bucket_SECNONCTP.csv
This file provides a mapping from Region and Asset Class to DRC Sec non-CTP Bucket.
When the DRC Trade Level files omit the Bucket field for DRC Sec non-CTP, it is filled from this DRC Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the DRC trade-level file.
This DRC Buckets file type is identified using the pattern: **/DRC_Bucket_SECNONCTP*.csv (as specified by drc.bucket.sec-non-ctp.file-pattern).
This file is loaded using the DrcSecNonCtpBuckets 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
The DRC Bucket
Region
Y
N
String
Region for Bucket (BCBS 457, MAR22.31 (2)(b) ). Values must match DRC trades file.
AssetClass
Y
N
String
Asset class for Bucket (BCBS 457, MAR22.31 (2)(b) ). Values must match DRC trades file.
AsOfDate
Y
N
Date
‘YYYY-MM-DD’
Timestamp (at close of business) for the data.