Tranche - Atoti Hub

The Tranche (Underlying) refers to the tranche credit spread curves (bond and CDS) MAR21.10(2).

Key Field	Key	Description
As-of Date	Y	Timestamp (at close of business) for the data (T-1)
Tranche Name (Underlying)	Y	Name of the tranche credit spread curve
Risk Class	Y	“CSR Sec non-CTP”
Bucket		1-25
Credit Quality		e.g. “Senior IG”, “IG”, “HY”, or “NR”
Sector		The relevant sector of the asset pool
Pool		The asset pool
Attachment		The attachment point of the tranche in the pool
Detachment		The detachment point of the tranche in the pool

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