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Inter-Bucket Correlations
Maps Bucket x Bucket to $\gamma_{bc}^{(sector)}$ correlation.
The file CSRNS_Bucket_Correlations*.csv is loaded into the
CSRBucketCorrelations store.
| Data Model Field |
File Column |
Datastore Column |
Notes |
| Bucket $b$ |
Bucket X |
Bucket X |
1-18 |
| Bucket $c$ |
Bucket Y |
Bucket Y |
1-18 |
| $\gamma_{bc}^{(sector)}$ in [MAR21.57] |
Correlation |
Correlation |
|
| Risk Class |
|
RiskClass |
“CSR non-Sec” |