| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Risk value date | 2018-09-28 |
| RiskFactorCcy | Y | N | String | Foreign currency, defined as risk factor in [MAR50.61] | USD |
| BucketNumber | N | N | String | Bucket number. For Foreign Exchange - it is the same as RiskFactorCurrency. | USD |
| BucketDescription | N | Y | String | Bucket number. For Foreign Exchange - it is the same as RiskFactorCurrency. The field is not used at the moment. | USD |
Buckets - foreign exchange
SA
Download sample file: sa-cva-buckets-foreign-exchange.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 [MAR50.59]