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Documentation Index

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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.
FieldKeyNullFieldTypeDescriptionExample
AsOfDateYNString with format ‘YYYY-MM-DD’Risk value date.2018-09-28
ParameterSetYYStringSpecifies the parameter set to which the parameter belongs. If no ParameterSet is defined within the file, it will default to BCBS.BCBS
CreditQualityYNStringThe credit quality to which a category is assigned.HY
CategoryNNStringThe category assigned to a credit quality.HY/NR