> ## 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.

# CSR sec CTP buckets

> Reference for the CSR Sec CTP Buckets configuration file, which maps credit quality and sector combinations to a correlation trading portfolio bucket number (1-16 for BCBS, extended under CRR2) for use in SBM sensitivity calculations.

export function renderConfigIntro(fileName, description, storeName = "") {
  const cleanDescription = (description ?? "").trim();
  const sentence = cleanDescription && !cleanDescription.endsWith(".") ? `${cleanDescription}.` : cleanDescription;
  const cleanStore = (storeName ?? "").trim();
  return <p>
      The <strong>{fileName}.csv</strong> file {sentence}
      {cleanStore ? <>
          {" "}
          It is loaded into the <strong>{cleanStore}</strong> store.
        </> : null}
    </p>;
}

{renderConfigIntro("CSR Sec CTP Buckets", "provides a mapping from Credit Quality and Sector to CSR Sec CTP bucket.", "CSRSecCTPBucket")}

When the SBM sensitivity files ([Curvature](../input-files/curvature-trade), [Delta](../input-files/delta-trade), or [Vega](../input-files/vega-trade)) omit the Bucket field, it is filled in from this CSR Sec CTP 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.

## File format

| Field name    | Description                                                        |
| ------------- | ------------------------------------------------------------------ |
| Bucket        | The CSR sec CTP Bucket (e.g. 1-16).                                |
| 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            | 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 |              |
| 5      | IG            | Consumer goods                        | 2016-01-01 |              |
| 5      | IG            | Consumer Discretionary                | 2016-01-01 |              |
| 5      | IG            | Consumer Staples                      | 2016-01-01 |              |
| 5      | IG            | Transportation                        | 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            | Information Technology                | 2016-01-01 |              |
| 6      | IG            | Telecommunications                    | 2016-01-01 |              |
| 7      | IG            | Health care                           | 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     | HY            | Consumer Discretionary                | 2016-01-01 |              |
| 13     | NR            | Consumer goods                        | 2016-01-01 |              |
| 13     | NR            | Consumer Discretionary                | 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     | HY            | Information Technology                | 2016-01-01 |              |
| 14     | NR            | Technology                            | 2016-01-01 |              |
| 14     | NR            | Information 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 |              |
| 1      | IG            | Member State Sovereigns               | 2016-01-01 | CRR2         |
| 2      | IG            | 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         |
| 11     | HY            | Member State Sovereigns               | 2016-01-01 | CRR2         |
| 13     | HY            | Financials                            | 2016-01-01 | CRR2         |
| 14     | HY            | Industrials                           | 2016-01-01 | CRR2         |
| 16     | HY            | Telecommunications Services           | 2016-01-01 | CRR2         |
| 18     | IG            | Other                                 | 2016-01-01 | CRR2         |
