FRTB Accelerator Cubes GuideDRCIMASummaryBase
| Store Field | Key | IsVector | CanBeNull | Type | Cube Field |
|---|---|---|---|---|---|
| Book | Y | String | See field in referenced store (TradeMapping) | ||
| LegalEntity | Y | String | See field in referenced store (TradeMapping) | ||
| ObligorId | Y | String | [Default Risk Charge].[DRC Obligor] | ||
| Seniority | Y | String | [Default Risk Charge].[DRC Seniority] | ||
| Ccy | String | ||||
| PnL | Y | Double | |||
| AsOfDate | Y | Date[yyyy-mm-dd] |