CSRSecNonCTPBucket

The CSRSecNonCTPBucket store identifies the CSR Sec non-CTP buckets.

It is an isolated store indexed by CSRQuality, CSRSector, RiskClass, AsOfDate, and ParameterSet.

Store Field Key CanBeNull Type Description
Bucket String Bucket number
CSRQuality Y String The credit quality of the underlying (“IG”, “HY”, or “NR”)
CSRSector Y String The relevant sector of the underlying
RiskClass Y String The risk class, must be “CSR Sec non-CTP”
AsOfDate Y LOCALDATE[yyyy-mm-dd] The start date that the bucket definition takes effect.
ParameterSet Y String The parameter set to which the parameter belongs (default = BCBS).