Navigation :
Security
The Security store
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| Security |
Y |
|
String |
DRC Sec CTP Security |
The underlying product of the trade that could be an obligor or a fully qualified tranche (with the series, attachment and detachment) |
| RiskClass |
Y |
|
String |
|
Always “DRC Sec CTP” |
| Bucket |
|
|
String |
DRC Sec CTP Bucket |
Obligor or Index the underlying relies on (see BCBS 457, MRA22.40) |
| Seniority |
|
|
String |
DRC Sec CTP Seniority |
“Senior” or “Junior” |
| Rating |
|
|
String |
DRC Sec CTP Rating |
From AAA to Default |
| Type |
|
|
String |
DRC Sec CTP Rating Type |
Rating type : STC or empty for non-STC |
| Attachment |
|
|
Double |
DRC Sec CTP Attachment |
The start of the tranche or empty if non-tranched product |
| Detachment |
|
|
Double |
DRC Sec CTP Detachment |
The end of the tranche or empty if non-tranched product |
| Instrument Type |
|
|
String |
DRC Sec CTP Instrument Type |
Tranche or Non-tranched, depending on the Attachement and Detachment fields |
| RiskWeight |
|
|
Double |
|
Optional risk-weight, to override value |
| AsOfDate |
Y |
|
Date[yyyy-mm-dd] |
|
See field in referencing store (SaSensitivities) Timestamp (at close of business) for the data. |