Data Model (Core)

This section describes the data used for the Equity calculations, including how the data is structured.

For Equities, the Equity (Underlying) refers to the equity or equity issuer [MAR21.12](1), see interpretation note.

Each equity has an Equity Name, Bucket, Economy, Market Cap, and Sector.

The Risk Factor is used to identify sensitivities. However, it is not used directly in the calculations, instead the Equity, Type, and tenor fields are used (as appropriate for the risk-measure). This means that multiple Risk Factor Names may be used for the same risk-factor.

Additionally, for each Bucket a canonical Economy Category, Market Cap Category and Sector Category are identified.