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DescriptionRegulatory bucket
DimensionRegulatoryBucket
HierarchyRegulatoryBucket
Levels[ALL, RegulatoryBucket, BucketSuffix]
This hierarchy has two levels: one displays the bucket number - 1,2,3,etc - used as aggregation level for bucket-level charges, the second level shows bucket suffix for counterparty credit spread- a) and b) - this level is used to lookup risk weights for counterparty credit spread sensitivity. Please refer to the Regulatory calculations section to read more about how the regulatory bucket is derived.

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See also