This file contains the historical summary data for the IMA DRC calculations. This is the IMA DRC P&L vectors at the book and legal entity level.
This DRC Summary (IMA) file type is identified using the pattern: **/IMA_DRC_Summary*.csv (as specified by ima.drc.summary.file-pattern).
This file is loaded using the DRCIMASummaryBase topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
Field
Key
Null
FieldType
Description
Example
Book
Y
N
String
Book Identifier
Book A
Legal Entity
Y
N
String
Legal Entity Identifier
ActiveBank UK
Currency
N
N
String
The currency of the P&L values
USD
Scenario Ids
N
Y
Vector of Integer
In case of sparse vector representation this shows the list of non-null values. The first element is 1.
1;4;825
PnL
N
N
Vector of Double
The P&L values. If the previous field is not null, the representation is sparse and the values are set at the pre-defined position ids (starting from 1). Or else it’s a simple standard double vector.