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]Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
| 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 |