DRCIMABase

Store Field Key CanBeNull Type Cube Field Description
TradeId Y String [Booking].[TradeId]
ObligorId Y String [Default Risk Charge].[DRC Obligor] The identifier of the Obligor, which will match the obligor in the trade file.
Seniority Y String [Default Risk Charge].[DRC Seniority] An indication of the Seniority level of the obligor that the recovery rates are applicable for.
Ccy String
RecoveryRates Double [] Recovery rate for the Obligor in the given scenario.
RecoveryValues Double [] Recovery values corresponding to the recovery rate.
ScenarioRecoveryValues Double []
AsOfDate Y LOCALDATE[yyyy-mm-dd] Timestamp (at close of business) for the data.
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