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UNDERLYING_DESCRIPTION

The UNDERLYING_DESCRIPTION table contains the description of the principal component of the SBM risk-factors.

Each row in the table describes one of the following depending on the risk class:

Risk Class	Underlying
(link to risk-class specific documentation)	(link to risk-class specific underlying)
GIRR	yield, inflation, or cross-currency basis curve
FX	FX rate
Equity	equity or equity issuer
CSR non-Sec	relevant issuer credit spread curve
CSR Sec non-CTP	tranche credit spread curves
CSR Sec CTP	underlying credit spread curves
Commodity	distinct commodity

Column Name	Type	Not Null	Cube Field	Description
AS_OF_DATE	DATE	Y	See field in joined table (SASENSITIVITIES)	Timestamp (at close of business) for the data.
UNDERLYING	STRING	Y	See field in joined table (RISK_FACTOR_DESCRIPTION)	The primary component of the SBM risk factor.
RISK_CLASS	STRING	Y	See field in joined table (SASENSITIVITIES)	The risk-class (“GIRR”, “CSR non-Sec”, “CSR Sec non-CTP”, “CSR Sec CTP”, “Equity”, “Commodity”, “FX”).
BUCKET	STRING			The Bucket the Underlying belongs to.
GIRR_CURVE_TYPE	STRING		[Market Data].[GIRR Curve Types]	GIRR Delta and Vega only. The Curve type (“Yield”, “Basis”, or “Inflation”).
GIRR_CCY	STRING		[Risk].[Currencies]	GIRR only. The currency of the curve. This is also the Bucket.
CSRQUALITY	STRING		[Market Data].[CSR Quality]	CSR only. The credit quality of the curve (“Senior IG”, IG", “HY”, or “NR”).
CSRSECTOR	STRING		[Market Data].[CSR Sector]	CSR only. The relevant sector of the curve.
CSRRATING	STRING		[Market Data].[CSR Rating]	CSR non-Sec only. “high” for AA- and above covered bonds.
EQUITY_MARKET_CAP	STRING		[Market Data].[Equity Market Cap]	Equity only. The equity issuer market cap (“Large”, “Small”, “Other”).
EQUITY_ECONOMY	STRING		[Market Data].[Equity Issuer Economy]	Equity only. The equity issuer economy (“Emerging”, “Advanced”, “Other”).
EQUITY_SECTOR	STRING		[Market Data].[Equity Sector]	Equity only. The equity issuer sector.
POOL	STRING		[Market Data].[CSR Sec non-CTP Pool]	CSR Sec non-CTP only. The underlying pool for the tranche.
ATTACHMENT	DOUBLE		[Market Data].[CSR Sec non-CTP Attachment]	CSR Sec non-CTP only. Attachment point for the tranche.
DETACHMENT	DOUBLE		[Market Data].[CSR Sec non-CTP Detachment]	CSR Sec non-CTP only. Detachment point for the tranche.
UNDERLYING_FXORIGINAL_CCY	STRING			FX only. Set to the same as UNDERLYING.

Unique Key

Columns
AS_OF_DATE
UNDERLYING
RISK_CLASS

Incoming Joins

Source Table	Source Columns	Target Columns
RISK_FACTOR_DESCRIPTION	AS_OF_DATE UNDERLYING RISK_CLASS	AS_OF_DATE UNDERLYING RISK_CLASS

Outgoing Joins

Target Table	Source Columns	Target Columns	Risk Class
CSRBUCKET_DESC	AS_OF_DATE RISK_CLASS BUCKET	AS_OF_DATE RISK_CLASS BUCKET	“CSR non-Sec”, “CSR Sec non-CTP”, “CSR Sec CTP”
EQUITY_BUCKET_DESC	AS_OF_DATE RISK_CLASS BUCKET	AS_OF_DATE RISK_CLASS BUCKET	“Equity”