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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 (SASENSITIVITIES) 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