Navigation :
DRCScenarios
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| ScenarioId |
Y |
|
Int |
[Risk].[DRC Scenario] |
The index in the vector representing the list of Scenarios. The first element has index 0. |
| ObligorId |
Y |
|
String |
This is an internal field. |
The identifier of the Obligor, which will match the obligor in the trade file. |
| Seniority |
Y |
|
String |
This is an internal field. |
An indication of the Seniority level of the obligor that the recovery rates are applicable for. |
| ScenarioRecoveryRate |
|
|
Double |
This is an internal field. |
A value between 0 and 1 representing the amount of the Notional recovered from the defaulted Obligor in the given scenario. |
| DefaultDate |
|
|
LOCALDATE[yyyy-mm-dd] |
See field in referencing store (IMATrades) |
Default date for the scenario. |