FRTB Accelerator Cubes GuideDRCIMABase
| Store Field | Key | IsVector | CanBeNull | Type | Cube Field |
|---|---|---|---|---|---|
| TradeId | Y | String | [Booking].[TradeId] | ||
| ObligorId | Y | String | [Default Risk Charge].[DRC Obligor] | ||
| Seniority | Y | String | [Default Risk Charge].[DRC Seniority] | ||
| Ccy | String | ||||
| RecoveryRates | Y | Double | |||
| RecoveryValues | Y | Double | |||
| ScenarioRecoveryValues | Y | Double | |||
| AsOfDate | Y | Date[yyyy-mm-dd] |