| 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 | Currency of interest rate/inflation curve | USD |
| BucketNumber | N | N | String | Bucket number. For Interest Rate - it is the same as RiskFactorCurrency. | USD |
| BucketDescription | N | Y | String | Bucket number. For Interest rate - it is the same as RiskFactorCurrency. The field is not used at the moment. | USD |
Buckets - interest rate
SA
Download sample file: sa-cva-buckets-interest-rate.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 [MAR50.54].