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RiskFactorDescription
Data Model Field |
Store Field |
Notes |
As-Of Date |
AsOfDate |
|
Risk Factor Name |
Risk Factor |
|
Risk Class |
RiskClass |
“CSR Sec non-CTP” |
Risk Measure |
Risk Measure |
“Delta”, “Vega”, or “Curvature” |
Tranche Name |
Underlying |
|
Curve Type |
Risk Factor Type |
“Bond” or “CDS” |