SA Download sample file: sa-cva-buckets-reference-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 [MAR50.66].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 [MAR50.66] | Manufacturing |
| CreditQuality | Y | N | String | Field used to map sensitivities to a bucket, must contain one of the following: ‘HY’ ‘IG’ ‘NR’ | IG |
| BucketNumber | N | N | String | Bucket number. | 4 |
| BucketDescription | N | Y | String | Human-readable description of a bucket. Used for analytical purposes | IG Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying. The field is not used at the moment. |