CSRNS_Bucket_Correlations

File format

This file defines the gamma correlation values between pairs of CSR non-Sec buckets. The file format is described below.

Field name	Description
Bucket X	The first CSR non-Sec bucket (e.g. 1-18)
Bucket Y	The second CSR non-Sec bucket (e.g. 1-18)
Correlation	The gamma correlation between the two buckets
Date	The start date that the parameter takes effect
ParameterSet	The parameter set to which the parameter belongs (default = BCBS)