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ERBARiskWeight
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| Rating |
Y |
N |
String |
|
The credit rating. |
| Rating Type |
Y |
N |
String |
|
The credit rating type (e.g. STC). |
| Seniority |
Y |
N |
String |
|
The seniority of the instrument: “senior” or “junior”. |
| DefaultRiskWeight |
N |
N |
Double |
|
The SEC-ERBA risk weight. |
| Term |
N |
N |
String |
|
The term of rating: “long”-term or “short”-term. |
| AsOfDate |
Y |
N |
LOCALDATE[yyyy-mm-dd] |
|
The start date that the parameter takes effect. |
| ParameterSet |
Y |
N |
String |
|
The parameter set to which the parameter belongs (default = BCBS). |