DRC Summary (IMA)

Download sample file: IMA_DRC_Summary.csv

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. -9381655.00; -3289452.15; -3410423.25
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data. 2020-06-05
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