Navigation : Cube reference Datastores - - Global Datastore Definition - Internal Models Approach Datastore Definition - Parameter Set Datastore Definition - Standardised Approach Datastore Definition -- CommodityBuckets -- CSRBucketDesc -- CSRNonSecBucket -- CSRSecCTPBucket -- CSRSecNonCTPBucket -- Curvature -- Delta -- DRCBase -- DrcSecNonCtpBuckets -- EquityBuckets -- FXBuckets -- GIRRBuckets -- Obligor -- RiskFactorDescription -- SATradeDescription -- TradeBase -- Tranche -- UnderlyingDescription -- Vega FRTB Accelerator Interpretation and Implementation of BCBS 457 DRCBase Store Field Key IsVector CanBeNull Type Cube Field TradeId Y String N - See field in referencing store (TradeBase) RiskClass Y String N - See field in referencing store (TradeBase) ObligorId Y String N - See field in referencing store (Obligor) InstrumentLGDType String Y - [Default Risk Charge].[DRC Instrument LGD Type] Seniority String Y - [Default Risk Charge].[DRC Seniority] Direction String Y - [Default Risk Charge].[DRC Direction] Maturity Y Object Y - [Default Risk Charge].[DRC Maturity] Notional Y Double Y - Notional (This field is a measure) PresentValue Y Double Y - PV DRC (This field is a measure) GrossJTD Y Double Y - DRC non-Sec Gross JTD (This field is a measure) GrossJTDCcy Y String Y - DRC Gross JTD Currency Tranche Y String Y - [Default Risk Charge].[DRC Sec non-CTP Tranche] AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) Delta DrcSecNonCtpBuckets