Buckets - Atoti Hub

Commodity Buckets


Description	Sensitivity buckets for the Commodity risk class.
Reference
Levels	[ALL, Commodity Bucket]

Crypto 2a Buckets


Description	Sensitivity buckets for the Crypto 2a risk class.
Reference
Levels	[ALL, Crypto 2a Bucket]

CSR non-Sec Buckets


Description	Sensitivity buckets for the CSR non-Sec risk class.
Reference
Levels	[ALL, CSR non-Sec Bucket]

CSR Sec CTP Buckets


Description	Sensitivity buckets for the CSR Sec CTP risk class.
Reference
Levels	[ALL, CSR Sec CTP Bucket]

CSR Sec non-CTP Buckets


Description	Sensitivity buckets for the CSR Sec non-CTP risk class.
Reference
Levels	[ALL, CSR Sec non-CTP Bucket]

Equity Buckets


Description	Sensitivity buckets for the Equity risk class.
Reference
Levels	[ALL, Equity Bucket]

FX Buckets


Description	Sensitivity buckets for the FX risk class.
Reference
Levels	[ALL, FX Bucket]

GIRR Buckets


Description	Sensitivity buckets for the GIRR risk class.
Reference
Levels	[ALL, GIRR Bucket]

SBM Buckets


Description	Sensitivity buckets from the raw `Bucket` field, across all SBM risk classes.
Levels	[ALL, SBM Bucket]

Each risk class also has its own bucket hierarchy with an identical set of members. The separate names let each risk class reference its own bucket level when calculating its risk charge. The bucket value depends on the risk class: a currency for GIRR and FX, and a numbered bucket for the others.