> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Data model (core)

This section describes the data used for the CSR Sec non-CTP calculations, including how the data is structured.

For CSR Sec non-CTP, the **[Tranche](./tranche)** (Underlying) refers to the tranche credit spread curves (bond and CDS) [MAR21.10](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_10)(2).

Each of these tranches has an **Tranche Name**, **Bucket**, **Credit Quality**, and **Sector**.

The **[Risk Factor](./risk-factor)** is used to identify [sensitivities](./sensitivities).
However, it is not used directly in the calculations, instead the **Tranche**, **Curve Type**, and tenor fields are used (as appropriate for the risk-measure).
This means that multiple **Risk Factor Names** may be used for the same risk-factor.

Additionally, for each **Bucket** a canonical **Credit Quality Category** and **Sector Category** are identified.