OBLIGOR
The OBLIGOR table contains the description of a DRC non-Sec obligor.
| Column Name | Type | Not Null | Cube Field | Description |
|---|---|---|---|---|
| AS_OF_DATE | DATE | Y | See field in joined table (TRADE_BASE) | Timestamp (at close of business) for the data. |
| OBLIGOR_ID | STRING | Y | [Default Risk Charge].[DRC Obligor] | The ID of the obligor. |
| RISK_CLASS | STRING | Y | Set to “DRC non-Sec”. | |
| OBLIGOR_CATEGORY | STRING | Y | [Default Risk Charge].[DRC non-Sec Bucket] | the bucket to which the obligor belongs. |
| RATING | STRING | Y | [Default Risk Charge].[DRC non-Sec Rating] | The credit quality of the obligor. |
| RISK_WEIGHT | DOUBLE | DRC non-Sec JTD Weightings Override measure | Optional override for the DRC non-Sec Obligor risk-weight. | |
| DRC_FUND_TREATMENT | STRING | [Default Risk Charge].[DRC Fund Treatment] | Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| OBLIGOR |
| RISK_CLASS |
Incoming Joins
| Source Table | Source Columns | Target Columns |
|---|---|---|
| RISK_FACTOR_DESCRIPTION | AS_OF_DATE UNDERLYING RISK_CLASS |
AS_OF_DATE OBLIGOR RISK_CLASS |