When the SBM sensitivity files (Curvature, Delta, or Vega) omit the Bucket field, it is filled in from this CSR non-Sec Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
File format
| Field name | Description |
|---|---|
| Bucket | The CSR non-Sec Bucket (e.g. 1-18). |
| CreditQuality | Must match “CSRQuality” in sensitivities file. |
| Sector | Must match “CSRSector” in sensitivities file. |
| AsOfDate | The start date that the bucket definition takes effect. |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS). |
File values
| Bucket | CreditQuality | Sector | AsofDate | ParameterSet |
|---|---|---|---|---|
| 1 | IG | Member State Sovereigns | 2016-01-01 | |
| 1 | IG | Sovereigns | 2016-01-01 | |
| 2 | IG | Local government | 2016-01-01 | |
| 2 | IG | Government-backed non-financials | 2016-01-01 | |
| 2 | IG | Education | 2016-01-01 | |
| 2 | IG | Public administration | 2016-01-01 | |
| 3 | IG | Financials | 2016-01-01 | |
| 4 | IG | Basic materials | 2016-01-01 | |
| 4 | IG | Energy | 2016-01-01 | |
| 4 | IG | Industrials | 2016-01-01 | |
| 4 | IG | Agriculture | 2016-01-01 | |
| 4 | IG | Manufacturing | 2016-01-01 | |
| 4 | IG | Mining and quarrying | 2016-01-01 | |
| 4 | IG | Materials | 2016-01-01 | |
| 5 | IG | Consumer goods | 2016-01-01 | |
| 5 | IG | Transportation | 2016-01-01 | |
| 5 | IG | Consumer Staples | 2016-01-01 | |
| 5 | IG | Storage | 2016-01-01 | |
| 5 | IG | Administrative and support service | 2016-01-01 | |
| 6 | IG | Technology | 2016-01-01 | |
| 6 | IG | Telecommunications | 2016-01-01 | |
| 7 | IG | Health care | 2016-01-01 | |
| 7 | IG | Healthcare | 2016-01-01 | |
| 7 | IG | Utilities | 2016-01-01 | |
| 7 | IG | Professional and technical activities | 2016-01-01 | |
| 8 | IG | Covered bonds | 2016-01-01 | |
| 8 | IG | Member State Covered bonds | 2016-01-01 | |
| 9 | HY | Sovereigns | 2016-01-01 | |
| 9 | NR | Sovereigns | 2016-01-01 | |
| 9 | HY | Member State Sovereigns | 2016-01-01 | |
| 9 | NR | Member State Sovereigns | 2016-01-01 | |
| 10 | HY | Local government | 2016-01-01 | |
| 10 | NR | Local government | 2016-01-01 | |
| 10 | HY | Government-backed non-financials | 2016-01-01 | |
| 10 | NR | Government-backed non-financials | 2016-01-01 | |
| 10 | HY | Education | 2016-01-01 | |
| 10 | NR | Education | 2016-01-01 | |
| 10 | HY | Public administration | 2016-01-01 | |
| 10 | NR | Public administration | 2016-01-01 | |
| 11 | HY | Financials | 2016-01-01 | |
| 11 | NR | Financials | 2016-01-01 | |
| 12 | HY | Basic materials | 2016-01-01 | |
| 12 | NR | Basic materials | 2016-01-01 | |
| 12 | HY | Energy | 2016-01-01 | |
| 12 | NR | Energy | 2016-01-01 | |
| 12 | HY | Industrials | 2016-01-01 | |
| 12 | NR | Industrials | 2016-01-01 | |
| 12 | HY | Agriculture | 2016-01-01 | |
| 12 | NR | Agriculture | 2016-01-01 | |
| 12 | HY | Manufacturing | 2016-01-01 | |
| 12 | NR | Manufacturing | 2016-01-01 | |
| 12 | HY | Mining and quarrying | 2016-01-01 | |
| 12 | NR | Mining and quarrying | 2016-01-01 | |
| 13 | HY | Consumer goods | 2016-01-01 | |
| 13 | NR | Consumer goods | 2016-01-01 | |
| 13 | HY | Transportation | 2016-01-01 | |
| 13 | NR | Transportation | 2016-01-01 | |
| 13 | HY | Storage | 2016-01-01 | |
| 13 | NR | Storage | 2016-01-01 | |
| 13 | HY | Administrative and support service | 2016-01-01 | |
| 13 | NR | Administrative and support service | 2016-01-01 | |
| 14 | HY | Technology | 2016-01-01 | |
| 14 | NR | Technology | 2016-01-01 | |
| 14 | HY | Telecommunications | 2016-01-01 | |
| 14 | NR | Telecommunications | 2016-01-01 | |
| 14 | HY | Telecommunications Services | 2016-01-01 | |
| 14 | NR | Telecommunications Services | 2016-01-01 | |
| 15 | HY | Health care | 2016-01-01 | |
| 15 | NR | Health care | 2016-01-01 | |
| 15 | HY | Utilities | 2016-01-01 | |
| 15 | NR | Utilities | 2016-01-01 | |
| 15 | HY | Professional and technical activities | 2016-01-01 | |
| 15 | NR | Professional and technical activities | 2016-01-01 | |
| 16 | IG | Other | 2016-01-01 | |
| 16 | HY | Other | 2016-01-01 | |
| 16 | NR | Other | 2016-01-01 | |
| 6 | IG | Information Technology | 2016-01-01 | |
| 5 | IG | Consumer Discretionary | 2016-01-01 | |
| 6 | IG | Telecommunications Services | 2016-01-01 | |
| 13 | HY | Consumer Staples | 2016-01-01 | |
| 12 | HY | Materials | 2016-01-01 | |
| 14 | HY | Information Technology | 2016-01-01 | |
| 13 | HY | Consumer Discretionary | 2016-01-01 | |
| 13 | NR | Consumer Staples | 2016-01-01 | |
| 12 | NR | Materials | 2016-01-01 | |
| 14 | NR | Information Technology | 2016-01-01 | |
| 13 | NR | Consumer Discretionary | 2016-01-01 | |
| 17 | IG | Index | 2016-01-01 | |
| 18 | HY | Index | 2016-01-01 | |
| 1 | IG | Member State Sovereigns | 2016-01-01 | CRR2 |
| 4 | IG | Financials | 2016-01-01 | CRR2 |
| 5 | IG | Energy | 2016-01-01 | CRR2 |
| 5 | IG | Industrials | 2016-01-01 | CRR2 |
| 5 | IG | Materials | 2016-01-01 | CRR2 |
| 6 | IG | Consumer Discretionary | 2016-01-01 | CRR2 |
| 6 | IG | Consumer Staples | 2016-01-01 | CRR2 |
| 7 | IG | Information Technology | 2016-01-01 | CRR2 |
| 8 | IG | Healthcare | 2016-01-01 | CRR2 |
| 9 | IG | Member State Covered bonds | 2016-01-01 | CRR2 |
| 10 | IG | Covered bonds | 2016-01-01 | CRR2 |
| 11 | HY | Member State Sovereigns | 2016-01-01 | CRR2 |
| 11 | HY | Sovereigns | 2016-01-01 | CRR2 |
| 13 | HY | Financials | 2016-01-01 | CRR2 |
| 14 | HY | Industrials | 2016-01-01 | CRR2 |
| 14 | HY | Materials | 2016-01-01 | CRR2 |
| 15 | HY | Consumer Discretionary | 2016-01-01 | CRR2 |
| 15 | HY | Consumer Staples | 2016-01-01 | CRR2 |
| 17 | HY | Utilities | 2016-01-01 | CRR2 |
| 18 | IG | Other | 2016-01-01 | CRR2 |
| 19 | IG | Index | 2016-01-01 | CRR2 |
| 20 | HY | Index | 2016-01-01 | CRR2 |