Market data - Atoti Hub

CSR Quality


Description	Risk factor’s credit quality or grade, such as HY, IG, or NR.
Levels	[ALL, CSR Quality]

CSR Rating


Description	Risk factor’s rating.
Levels	[ALL, CSR Rating]

CSR Sec non-CTP Attachment


Description	Attachment point for a CSR Sec non-CTP tranche (Underlying).
Levels	[ALL, CSR Sec non-CTP Attachment]

CSR Sec non-CTP Detachment


Description	Detachment point for a CSR Sec non-CTP tranche (Underlying).
Levels	[ALL, CSR Sec non-CTP Detachment]

CSR Sec non-CTP Pool


Description	Underlying pool for a CSR Sec non-CTP tranche (Underlying).
Levels	[ALL, CSR Sec non-CTP Pool]

CSR Sector


Description	Risk factor’s sector.
Levels	[ALL, CSR Sector]

Equity Issuer Economy


Description	Equity risk factor’s economy type defined by the regulation: - advanced - developing
Reference
Levels	[ALL, Equity Issuer Economy]

Equity Market Cap


Description	Equity risk factor’s size category (by market capitalization) defined by the regulation.
Reference
Levels	[ALL, Equity Market Cap]

Equity Sector


Description	Equity risk factor’s sector.
Reference
Levels	[ALL, Equity Sector]

GIRR Currency


Description	Displays the GIRR Curves’s currency.
Levels	[ALL, GIRR Currency]

GIRR Curve Types


Description	Displays the GIRR curve type, such as Yield, Inflation, or Basis.
Levels	[ALL, GIRR Curve Type]

Underlying


Description	Risk factor’s underlying instrument identifier.
Levels	[ALL, Underlying]