StressCalibrationScenarios

Store Field Key CanBeNull Type Cube Field Description
Type Y String For IMCC this is the risk-factor set (“Full” or “Reduced”).
For SES (NMRF), this is the risk-class
Index Int Internal field The index in the vector representing the list of Scenarios – the first element has index 0.
Scenario Y LOCALDATE[yyyy-mm-dd] [Risk].[Scenario] The name of the scenario.
AsOfDate Y LOCALDATE[yyyy-mm-dd] See field in referencing store (IMATrades) Timestamp (at close of business) for the data.