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OBLIGOR
The OBLIGOR table contains the description of a DRC non-Sec obligor.
| Column Name |
Type |
Not Null |
Cube Field |
Description |
| AS_OF_DATE |
DATE |
Y |
See field in joined table (SASENSITIVITIES) |
Timestamp (at close of business) for the data. |
| OBLIGOR_ID |
STRING |
Y |
DRC Obligor |
The ID of the obligor. |
| RISK_CLASS |
STRING |
Y |
|
Set to “DRC non-Sec”. |
| OBLIGOR_CATEGORY |
STRING |
Y |
DRC non-Sec Bucket |
the bucket to which the obligor belongs. |
| RATING |
STRING |
Y |
DRC non-Sec Rating |
The credit quality of the obligor. |
| RISK_WEIGHT |
DOUBLE |
|
DRC non-Sec JTD Weightings Override measure |
Optional override for the DRC non-Sec Obligor risk-weight. |
| DRC_FUND_TREATMENT |
STRING |
|
DRC Fund Treatment |
Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures. |
Unique Key
| Columns |
| AS_OF_DATE |
| OBLIGOR |
| RISK_CLASS |
Incoming Joins
| Source Table |
Source Columns |
Target Columns |
| RISK_FACTOR_DESCRIPTION |
AS_OF_DATE
UNDERLYING
RISK_CLASS |
AS_OF_DATE
OBLIGOR
RISK_CLASS |