Stress Test Data Framework Dictionary 2021: Version 02

Aggregationbucket

Enumeration Definition
Bucket 1 This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'.
Bucket 2 This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'.
Bucket 3 This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'.
Bucket 4 This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'.
Bucket 5 This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'.
Bucket 6 This bucket is based on external credit ratings defined in the Counterparty Credit Risk Losses guidance document, under the section labelled 'Aggregate Data tab'.
Overall portfolio