Navigation :
DrcSecNonCtpBuckets
The DrcSecNonCtpBuckets store identifies the DRC Sec non-CTP buckets.
It is an isolated store indexed by Region, Asset Class, and AsOfDate.
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| Bucket |
|
|
String |
[Default Risk Charge].[DRC Sec non-CTP Bucket] |
The DRC bucket. |
| Region |
Y |
|
String |
See field in referencing store (Tranche) |
The region of the bucket (BCBS 457, [MAR22.31](2)(b)). Values must match the DRC trades file. |
| Asset Class |
Y |
|
String |
See field in referencing store (Tranche) |
The asset class for the bucket (BCBS 457, [MAR22.31](2)(b)). Values must match the DRC trades file. |
| AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
See field in referencing store (TradeBase) |
Timestamp (at close of business) for the data. |