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Input Files (Reference Implementation)
This section describes how the input files containing the sensitivities and mappings are used for the CSR non-Sec risk class
The sensitivities are loaded from the Delta,
Vega, Curvature,
or CRIF sensitivity files.
The mapping of Sector and Rating to Bucket is loaded from the CSR non-Sec Buckets file.
A description of these buckets is loaded from the CSR non-Sec Bucket Descriptions file.