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Obligor
The Obligor store contains the description of a DRC non-Sec obligor.
It is indexed by ObligorId, RiskClass, and AsOfDate
and referenced from the DRCBase store by these three fields.
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| ObligorId |
Y |
|
String |
DRC Obligor |
The Id of the obligor. |
| RiskClass |
Y |
|
String |
|
Set to “DRC non-Sec”. |
| ObligorCategory |
|
|
String |
DRC non-Sec Bucket |
the bucket to which the obligor belongs. |
| Rating |
|
|
String |
DRC non-Sec Rating |
The credit quality of the obligor. |
| RiskWeight |
|
|
Double |
DRC non-Sec JTD Weightings Override measure |
Optional override for the DRC non-Sec Obligor risk-weight. |
| DRC Fund Treatment |
|
Y |
String |
DRC Fund Treatment |
Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures. |
| AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
See field in referencing store (SaSensitivities) |
Timestamp (at close of business) for the data. |