| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Risk value date. | 2018-09-28 |
| ParameterSet | Y | Y | String | Specifies the parameter set to which the parameter belongs. If no ParameterSet is defined within the file, it will default to BCBS. | BCBS |
| CreditQuality | Y | N | String | The credit quality to which a category is assigned. | HY |
| Category | N | N | String | The category assigned to a credit quality. | HY/NR |
Credit quality mapper
SA
Download sample file: credit-quality-mapper.csv
The file must contain a category for each credit quality. This category is used to determine whether two credit quality should be considered the same.
No default value is set: the same value as the credit quality does not become the category value if not defined.