SA Download sample file: sa-cva-cross-buckets-correlation-commodity.csv The file is used to set cross buckets correlations for risk class commodity.Documentation Index
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| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Indicates the start date for this parameter. Subsequent entries with later dates will apply an end to this date range | 2018-09-28 |
| ParameterSet | Y | N | String | Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will default to BCBS | BCBS |
| BucketNumber1 | Y | N | String | Should match bucket number in the buckets configuration file. One of the buckets in a pair. | 2 |
| BucketNumber2 | Y | N | String | Should match bucket number in the buckets configuration file. One of the buckets in a pair. | 3 |
| CrossBucketsCorrelation | N | N | Double | Cross-buckets correlation value in numeric format | 0.2 |