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/video-walk-throughs.html - Video walk-throughs 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 datastore/global.html - Global Datastore Definition test ../../ test datastore/stresscalibration.html - Stress Calibration Datastore Definition 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 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 Obligor The Obligor store contains the description of a DRC non-Sec obligor. It is indexed by ObligorId, RiskClass, and AsOfDate and referenced from the DRCBase store by these three fields. Store Field Key CanBeNull Type Cube Field Description ObligorId Y String [Default Risk Charge].[DRC Obligor] The Id of the obligor. RiskClass Y String Set to “DRC non-Sec”. ObligorCategory String [Default Risk Charge].[DRC non-Sec Bucket] the bucket to which the obligor belongs. Rating String [Default Risk Charge].[DRC non-Sec Rating] The credit quality of the obligor. RiskWeight Double DRC non-Sec JTD Weightings Override measure Optional override for the DRC non-Sec Obligor risk-weight. DRC Fund Treatment Y String [Default Risk Charge].[DRC Fund Treatment] Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures. AsOfDate Y LOCALDATE[yyyy-mm-dd] See field in referencing store (SaSensitivities) Timestamp (at close of business) for the data. LegalEntityImports ObligorOverrides