CSR non-Sec High Ratings

The CSR non-Sec High Ratings.csv file provides the ratings that are considered "high" for CSR non-Sec covered bonds. It is loaded into the CSRNonSecHighRatings store.

File format

Field name	Description
Rating	The credit rating. For backwards compatibility “high” may also be used.
Date	The start date that the parameter takes effect.
ParameterSet	The parameter set to which the parameter belongs (default = BCBS).

File values

Rating	Start date	Parameter set
AAA	2016-01-01	BCBS
AA+	2016-01-01	BCBS
AA	2016-01-01	BCBS
AA-	2016-01-01	BCBS
high	2016-01-01	BCBS
AAA	2016-01-01	CRR2
AA+	2016-01-01	CRR2
AA	2016-01-01	CRR2
AA-	2016-01-01	CRR2
high	2016-01-01	CRR2
CQS1	2016-01-01	CRR2