DRCScenarios

Store Field Key CanBeNull Type Cube Field Description
ScenarioId Y Int [Risk].[DRC Scenario] The index in the vector representing the list of Scenarios. The first element has index 0.
ObligorId Y String This is an internal field. The identifier of the Obligor, which will match the obligor in the trade file.
Seniority Y String This is an internal field. An indication of the Seniority level of the obligor that the recovery rates are applicable for.
ScenarioRecoveryRate Double This is an internal field. A value between 0 and 1 representing the amount of the Notional recovered from the defaulted Obligor in the given scenario.
DefaultDate LOCALDATE[yyyy-mm-dd] See field in referencing store (IMATrades) Default date for the scenario.
search.js