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Maps Bucket x Bucket to γbc(sector)\gamma_{bc}^{(sector)} correlation. The file CSR_Sec_CTP_Bucket_Correlations*.csv is loaded into the CSRBucketCorrelations store.
Data Model FieldFile ColumnDatastore ColumnNotes
Bucket bbBucket XBucket X1-16
Bucket ccBucket YBucket Y1-16
γbc(sector)\gamma_{bc}^{(sector)} in [MAR21.57] (via [MAR21.61])CorrelationCorrelation
Risk ClassRiskClass“CSR Sec CTP”