> ## 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 non-CTP buckets

> Reference for the CSR Sec non-CTP Buckets configuration file, which maps credit quality and sector to a securitization bucket (1-25) covering RMBS, CMBS, ABS, and CLO categories, and can auto-populate the Bucket field in sensitivity files.

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 non-CTP Buckets", "provides a mapping from Credit Quality and Sector to CSR Sec non-CTP bucket.", "CSRSecNonCTPBucket")}

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 non-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 non-CTP Bucket (e.g. 1-25).                            |
| 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 | Credit Quality | Sector                                | Date       | ParameterSet |
| ------ | -------------- | ------------------------------------- | ---------- | ------------ |
| 1      | Senior IG      | RMBS - Prime                          | 2016-01-01 |              |
| 2      | Senior IG      | RMBS - Mid-Prime                      | 2016-01-01 |              |
| 3      | Senior IG      | RMBS - Sub-Prime                      | 2016-01-01 |              |
| 4      | Senior IG      | CMBS                                  | 2016-01-01 |              |
| 5      | Senior IG      | ABS - Student loans                   | 2016-01-01 |              |
| 6      | Senior IG      | ABS - Credit cards                    | 2016-01-01 |              |
| 7      | Senior IG      | ABS - Auto                            | 2016-01-01 |              |
| 8      | Senior IG      | CLO non-correlation trading portfolio | 2016-01-01 |              |
| 9      | IG             | RMBS - Prime                          | 2016-01-01 |              |
| 10     | IG             | RMBS - Mid-Prime                      | 2016-01-01 |              |
| 11     | IG             | RMBS - Sub-Prime                      | 2016-01-01 |              |
| 12     | IG             | CMBS                                  | 2016-01-01 |              |
| 13     | IG             | ABS - Student loans                   | 2016-01-01 |              |
| 14     | IG             | ABS - Credit cards                    | 2016-01-01 |              |
| 15     | IG             | ABS - Auto                            | 2016-01-01 |              |
| 16     | IG             | CLO non-correlation trading portfolio | 2016-01-01 |              |
| 17     | HY             | RMBS - Prime                          | 2016-01-01 |              |
| 18     | HY             | RMBS - Mid-Prime                      | 2016-01-01 |              |
| 19     | HY             | RMBS - Sub-Prime                      | 2016-01-01 |              |
| 20     | HY             | CMBS                                  | 2016-01-01 |              |
| 21     | HY             | ABS - Student loans                   | 2016-01-01 |              |
| 22     | HY             | ABS - Credit cards                    | 2016-01-01 |              |
| 23     | HY             | ABS - Auto                            | 2016-01-01 |              |
| 24     | HY             | CLO non-correlation trading portfolio | 2016-01-01 |              |
| 17     | NR             | RMBS - Prime                          | 2016-01-01 |              |
| 18     | NR             | RMBS - Mid-Prime                      | 2016-01-01 |              |
| 19     | NR             | RMBS - Sub-Prime                      | 2016-01-01 |              |
| 20     | NR             | CMBS                                  | 2016-01-01 |              |
| 21     | NR             | ABS - Student loans                   | 2016-01-01 |              |
| 22     | NR             | ABS - Credit cards                    | 2016-01-01 |              |
| 23     | NR             | ABS - Auto                            | 2016-01-01 |              |
| 24     | NR             | CLO non-correlation trading portfolio | 2016-01-01 |              |
| 25     | Other sector   | Other sector                          | 2016-01-01 |              |
| 25     | Senior IG      | Other sector                          | 2016-01-01 |              |
| 25     | IG             | Other sector                          | 2016-01-01 |              |
| 25     | NR             | Other sector                          | 2016-01-01 |              |
| 25     | HY             | Other sector                          | 2016-01-01 |              |