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 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-sec-non-ctp.html ---- DRC Sec non-CTP test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core.html ----- Data Model (Core) test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/jtd-exposure.html ------ JTD Exposure test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/risk-factor.html ------ Risk Factor test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/tranche.html ------ Tranche test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core/mappings.html ------ Field Mappings test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations.html ----- Calculations test ../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/configuration-core.html ----- Configuration (Core) 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 Sec non-CTP” 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 Tranche.TrancheRisk Factor.Tranche DRC Trade Level.Underlying Tranche.Tranche DRC Sec non-CTP Tranche Also Underlying Risk Factor.Maturity DRC Trade Level.Maturity RiskFactorDescription.Maturity DRC Maturity Tranche.Bucket DRC Trade Level.Bucket Tranche.Bucket DRC Sec non-CTP Bucket Tranche.Seniority DRC Trade Level.Seniority Tranche.Seniority DRC Sec non-CTP Seniority “senior” Tranche.Rating DRC Trade Level.Rating Tranche.Rating DRC Sec non-CTP Rating Tranche.Rating Type DRC Trade Level.Rating type Tranche.Type DRC Sec non-CTP Rating Type “STC” Tranche.Region DRC Trade Level.Region Tranche.Region DRC Sec non-CTP Region Tranche.Asset Class DRC Trade Level.AssetClass Tranche.Asset Class DRC Sec non-CTP Asset Class Tranche.Attachment Point DRC Trade Level.Attachment Tranche.Attachment DRC Sec non-CTP Attachment Tranche.Detachment Point DRC Trade Level.Detachment Tranche.Detachment DRC Sec non-CTP Detachment Tranche.Risk Weight DRC Trade Level.Risk Weight Tranche.RiskWeight JTD Exposure.Direction DRC Trade Level.Direction DRCBase.Direction DRC Direction “long” or “short” JTD Exposure.Market Value DRC Trade Level.MarketValue DRCBase.PresentValue Tranche Calculations