RRAO

The RRAO store contains the description of the RRAO category.

It is indexed by RRAOCategory, RiskClass, and AsOfDate and referenced from the RiskFactorDescription store by these three fields.

Store Field Key CanBeNull Type Cube Field Description
RRAOCategory Y String RRAO Category The Id of the RRAO Category.
RiskClass Y String Set to “RRAO”
ResidualRisk String RRAO Indicates category is subject to residual risk add-on.
ExoticUnderlying String Exotic Underlying If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%.
OtherResidualRiskType String("_DATAMEMBER_") Other Residual Risk Type Optional data indicating the residual Risk type.
AsOfDate Y Date[yyyy-mm-dd] See field in (SaSensitivities) store Timestamp (at close of business) for the data.