Regulatory and internal model validation services from CompatibL
Equity - 1 of 2
- For equity delta and vega risks, buckets are defined as:
Bucket Number
Size
Region
Sector
1
Large
Emerging market economies
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities
2
Large
Emerging market economies
Telecommunications, industrials
3
Large
Emerging market economies
Basic materials, energy, agriculture, manufacturing, mining and quarrying
4
Large
Emerging market economies
Financials including gov’t-backed financials, real estate activities, technology
5
Large
Advanced economies
Consumer goods and services, transportation and storage, administrative and support service activities, healthcare, utilities
6
Large
Advanced economies
Telecommunications, industrials
7
Large
Advanced economies
Basic materials, energy, agriculture, manufacturing, mining and quarrying