Navigation : test ../../ test user-ref.html User & Reference Guide test ../../ test getting-started.html Getting started test ../../ test getting-started/using-this-guide.html - Using this guide test ../../ test getting-started/whats-new.html - What's New test ../../ test getting-started/frtb-data-model.html - FRTB Data Model test ../../ test tutorials.html Tutorials test ../../ test tutorials/data-health-check.html - Data Health Check test ../../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html - Workaround for deadlock issue when attempting to create partitions for reference stores test ../../ test configuration.html Configuration files test ../../ test sign-off.html Sign-Off Approvals test ../../ test cube.html Data Cubes test ../../ test what-if.html What-If Analysis test ../../ test datastore.html Data Stores test ../../ test datastore/readme_frtbonly.html - test ../../ test input-files.html Input Files test ../../ test dev.html Developer Guide test ../../ test dev/dev-release.html - Release and migration notes test ../../ test dev/dev-getting-started.html - Getting Started test ../../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../../ test dev/dev-core.html - FRTB Core test ../../ test dev/dev-extensions.html - Extending the Accelerator test ../../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../../ test dev/dev-sign-off.html - Sign-Off test ../../ test interpret-impl.html FRTB Accelerator Interpretation and Implementation of BCBS 457 test ../../ test pdf-guides.html PDF Guides test ../../ test glossary.html Glossary Obligor The Obligor store contains the description of a DRC non-Sec obligor. It is indexed by ObligorId, RiskClass, and AsOfDate and referenced from the DRCBase store by these three fields. Store Field Key CanBeNull Type Cube Field Description ObligorId Y String [Default Risk Charge].[DRC Obligor] The Id of the obligor. RiskClass Y String Set to “DRC non-Sec” ObligorCategory String [Default Risk Charge].[DRC non-Sec Bucket] the bucket to which the obligor belongs Rating String [Default Risk Charge].[DRC non-Sec Rating] The credit quality of the obligor RiskWeight Double DRC non-Sec JTD Weightings Override measure Optional override for the DRC non-Sec Obligor risk-weight. AsOfDate Y LOCALDATE[yyyy-mm-dd] See field in referencing store (TradeBase) Timestamp (at close of business) for the data. LegalEntityImports ObligorOverrides