- Atoti FRTB
- FRTB SA QIS
Input files (reference implementation)
This section describes how the input files containing the sensitivities and mappings are used for the CSR Sec non-CTP risk class.
The mapping of Sector and Credit Quality to Bucket is loaded from the CSR Sec non-CTP Buckets file
into the CSRSecNonCTPBucket store.
A description of these buckets is loaded from the CSR Sec non-CTP Bucket Descriptions file.