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RegulatoryBuckets

The regulatory (aggregation) buckets are defined as follows:
  1. For interest rate risk class, bucket is currency delivered in the Qualifier field.
  2. For foreign exchange, all sensitivities are placed into a single bucket.
  3. For risk type Risk_BaseCorr, all sensitivities are placed into a single bucket.
  4. In all other cases, bucket is provided in the input file.