FRTB Accelerator Cubes GuideLegal Entity Parent Child
Download sample file: legal-entity-parent-child.csv
This file provides a description of the Group’s Legal Entity structure, using a parent/child relationship.
This Legal Entity Parent Child file type is identified using the pattern: **/LegalEntityParentChild*.csv (as specified by legal-entity.parent-child.file-pattern).
This file is loaded using the LegalEntityParentChild topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Name | Y | N | String | Name of the Legal Entity. | |
| Parent | N | Y | String | Name of the parent Legal Entity (or null if there is no parent). | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |
Flattened Hierarchy
After this file is loaded into the datastore, a datastore listener will trigger some further processing that will flatten the hierarchy.
The tree is walked and each node is assigned a level in the LegalEntityHierarchy hierarchy. The leaf nodes of the tree become the legal entities in the LegalEntity hierarchy, and each trade is mapped to a legal entity.