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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. |
| Exemption Reason |
|
|
String |
RRAO Exemption Reason |
Reported reason why the position is exempt from RRAO. |
| Asset Class |
|
|
String |
RRAO Asset Class |
Reported asset class for the position. |
| AsOfDate |
Y |
|
Date[yyyy-mm-dd] |
See field in (SaSensitivities) store |
Timestamp (at close of business) for the data. |