SA Download sample file: sa-cva-buckets-equity.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 [MAR50.70].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 [MAR50.70] | Technology |
| Size | Y | N | String | Field used to map sensitivities to a bucket: ‘Large’ ‘Small’ ‘Other’ | Large |
| Economy | Y | N | String | Field used to map sensitivities to a bucket: ‘Emerging market economies’ ‘Advanced economies’ ‘Other’ | Emerging market economies |
| BucketNumber | N | N | String | Bucket number | 4 |
| BucketDescription | N | Y | String | Human-readable description of a bucket. The field is not used at the moment. | Large Emerging Financials including government-backed financials, real estate activities, technology |