SA Download sample file: sa-cva-buckets-counterparty-credit-spread.csv Buckets configuration files contain mappings of the sensitivity fields to SA-CVA Buckets. Their content needs to be updated to translate the organization’s classifications to the ones defined in [MAR50.63].Documentation Index
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| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Risk value date | 2018-09-28 |
| Sector | Y | N | String | Organization’s sector attribute corresponding to sectors in [MAR50.63] | Sovereigns |
| BucketNumber | N | N | String | Bucket number. | 1 |
| BucketSuffix | N | Y | String | Allows defining a BucketNumber subcategory - a) and b) - for the risk weight lookup - see [MAR50.63] | a) |
| BucketDescription | N | Y | String | Human-readable description of a bucket. The field is not used at the moment. | Sovereigns including central banks, multilateral development banks |