Navigation : test ../../../../../../ test user-ref.html User & Reference Guide test ../../../../../../ test getting-started.html Getting started test ../../../../../../ test getting-started/using-this-guide.html - Using this guide test ../../../../../../ test getting-started/whats-new.html - What's New test ../../../../../../ test getting-started/frtb-data-model.html - FRTB Data Model test ../../../../../../ test getting-started/directquery.html - DirectQuery test ../../../../../../ test configuration.html Configuration files test ../../../../../../ test datastore.html Data Stores test ../../../../../../ test database.html Database test ../../../../../../ test input-files.html Input Data test ../../../../../../ test tutorials.html Tutorials test ../../../../../../ test tutorials/data-sanity-check.html - Data Sanity Check test ../../../../../../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../../../../../../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../../../../../../ test interpret-impl.html Interpretation and Implementation of the MAR standard test ../../../../../../ test interpret-impl/acr.html - ACR test ../../../../../../ test interpret-impl/acr/sa.html -- SA test ../../../../../../ test interpret-impl/acr/sa/key-measures-sa_frtbonly.html --- Key SA Measures test ../../../../../../ test interpret-impl/acr/sa/sa-drc.html --- SA DRC test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec.html ---- DRC non-Sec test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/interpretation-note.html ----- Interpretation Note test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core.html ----- Data Model (Core) test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/jtd-exposure.html ------ JTD Exposure test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/risk-factor.html ------ Risk Factor test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/obligor.html ------ Obligor test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/data-model-core/mappings.html ------ Field Mappings test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/calculations.html ----- Calculations test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec/configuration-core.html ----- Configuration (Core) test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp.html ---- DRC Sec non-CTP test ../../../../../../ test interpret-impl/acr/sa/sa-sbm.html --- SA SBM test ../../../../../../ test interpret-impl/acr/ima.html -- IMA test ../../../../../../ test interpret-impl/jurisdictions.html - Jurisdictions test ../../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html - FRTB P&L Attribution Tests and Backtesting test ../../../../../../ test interpret-impl/_footer.html - test ../../../../../../ test cube.html Analytics Reference test ../../../../../../ test dev.html Developer Guide test ../../../../../../ test dev/dev-release.html - Release and migration notes test ../../../../../../ test dev/dev-getting-started.html - Getting Started test ../../../../../../ test dev/dev-ui-config.html - Configuring the UI test ../../../../../../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../../../../../../ test dev/dev-core.html - FRTB Core test ../../../../../../ test dev/dev-extensions.html - Extending the Solution test ../../../../../../ test dev/dev-tools.html - Configuring Solution tools and methodologies test ../../../../../../ test dev/dev-sign-off.html - Sign-Off test ../../../../../../ test dev/dev-direct-query.html - DirectQuery test ../../../../../../ test limits.html Limit monitoring test ../../../../../../ test sign-off.html Sign-Off Approvals test ../../../../../../ test what-if.html What-If Analysis test ../../../../../../ test pdf-guides.html PDF Guides test ../../../../../../ test glossary.html Glossary Field Mappings The following table lists the fields in the data model and how they are mapped to the input files, datastore schema, and cube levels. Data Model Input Files Datastore Cube Level Notes all.As-of Date DRC Trade Level.AsOfDate all.AsOfDate AsOfDate JTD Exposure.Trade ID DRC Trade Level.TradeId DRCBase.TradeId TradeId all.Risk Class DRC Trade Level.RiskClass DRCBase.RiskClass Risk Class “DRC non-Sec” JTD Exposure.Risk MeasureRisk Factor.Risk Measure Risk Measure “DRC” JTD Exposure.Risk Factor NameRisk Factor.Risk Factor Name DRC Trade Level.RiskFactor DRCBase.Risk Factor Risk Factor Obligor.ObligorRisk Factor.Obligor DRC Trade Level.Underlying Obligor.ObligorId DRC Obligor Also Underlying Risk Factor.Seniority DRC Trade Level.Seniority RiskFactorDescription.Seniority DRC Seniority Risk Factor.Maturity DRC Trade Level.Maturity RiskFactorDescription.Maturity DRC Maturity Risk Factor.Zero Risk Weight DRC Trade Level.Zero Risk-Weight RiskFactorDescription.Zero Risk Weight DRC Zero Risk Weight Obligor.Bucket DRC Trade Level.ObligorCategory Obligor.ObligorCategory DRC non-Sec Bucket “corporates”“sovereigns”“local governments/municipalities” Obligor.Rating DRC Trade Level.Rating Obligor.Rating DRC non-Sec Rating Obligor.Risk Weight DRC Trade Level.Risk Weight Obligor.RiskWeight Obligor.DRC Fund Treatment DRC Trade Level.DRC Fund Treatment Obligor.DRC Fund Treatment DRC Fund Treatment JTD Exposure.Instrument LGD Type DRC Trade Level.InstrumentType DRCBase.InstrumentLGDType DRC Instrument LGD Type “equity”“junior debt”“senior debt”“covered bond” JTD Exposure.Direction DRC Trade Level.Direction DRCBase.Direction DRC Direction “long” or “short” JTD Exposure.Market Value DRC Trade Level.MarketValue DRCBase.PresentValue JTD Exposure.Notional DRC Trade Level.Notional DRCBase.Notional JTD Exposure.Gross JTD DRC Trade Level.GrossJTD DRCBase.GrossJTD JTD Exposure.Adjustment DRC Trade Level.Adjustment DRCBase.Adjustment Obligor Calculations