StressCalibrationDataSet

Store Field Key CanBeNull Type Cube Field Description
DataSet Y String [Risk].[Data Set] The following values are possible:
  • Full Set Current: data for the last 12 months
  • Reduced Set Stressed: data with the reduced set of risk factors for the 12-month stress period determined by sliding window analysis hierarchy
  • Reduced Set Current: data with the reduced set of risk factors for the last 12 months