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Maps Bucket x Bucket to γbc(sector)\gamma_{bc}^{(sector)} correlation. The file CSRNS_Bucket_Correlations*.csv is loaded into the CSRBucketCorrelations store.
Data Model FieldFile ColumnDatastore ColumnNotes
Bucket bbBucket XBucket X1-18
Bucket ccBucket YBucket Y1-18
γbc(sector)\gamma_{bc}^{(sector)} in [MAR21.57]CorrelationCorrelation
Risk ClassRiskClass“CSR non-Sec”