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SCENARIOS
SCENARIOS Table Fields
| Column Name |
Type |
Not Null |
Cube Field |
Description |
| DATA_SET |
STRING |
Y |
Data Set |
The data set to which the entry belongs. The following different 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
- “Reduced Set Current”: data with the reduced set of risk factors for the last 12 months
For non-modellable risk-factors, this value should be blank. |
| INDEX |
INTEGER |
Y |
Internal field |
The index in the vector representing the list of Scenarios – the first element has index 0. |
| SCENARIO |
STRING |
Y |
Scenario Dates |
The name of the scenario. |
| AS_OF_DATE |
DATE |
Y |
See field in referencing store (IMATrades) |
Timestamp (at close of business) for the data. |
SCENARIOS Unique Key
| Columns |
| DATA_SET |
| SCENARIO |
| AS_OF_DATE |
Incoming Joins
| Source Table |
Source Columns |
Target Columns |
| IMATRADES |
RISK_FACTOR
RISK_CLASS
AS_OF_DATE |
RISK_FACTOR
RISK_CLASS
AS_OF_DATE |