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UNDERLYING_DESCRIPTION

The UNDERLYING_DESCRIPTION table contains the description of the principal component of the SBM risk-factors.

Each row in the table describes one of the following depending on the risk class:

Risk Class	Underlying
(link to risk-class specific documentation)	(link to risk-class specific underlying)
GIRR	yield, inflation, or cross-currency basis curve
FX	FX rate
Equity	equity or equity issuer
CSR non-Sec	relevant issuer credit spread curve
CSR Sec non-CTP	tranche credit spread curves
CSR Sec CTP	underlying credit spread curves
Commodity	distinct commodity

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.
UNDERLYING	STRING	Y	See field in joined table (RISK_FACTOR_DESCRIPTION)	The primary component of the SBM risk factor.
RISK_CLASS	STRING	Y	See field in joined table (SASENSITIVITIES)	The risk-class (“GIRR”, “CSR non-Sec”, “CSR Sec non-CTP”, “CSR Sec CTP”, “Equity”, “Commodity”, “FX”).
BUCKET	STRING			The Bucket the Underlying belongs to.
GIRR_CURVE_TYPE	STRING		GIRR Curve Types	GIRR Delta and Vega only. The Curve type (“Yield”, “Basis”, or “Inflation”).
GIRR_CCY	STRING		Currencies	GIRR only. The currency of the curve. This is also the Bucket.
CSRQUALITY	STRING		CSR Quality	CSR only. The credit quality of the curve (“Senior IG”, IG", “HY”, or “NR”).
CSRSECTOR	STRING		CSR Sector	CSR only. The relevant sector of the curve.
CSRRATING	STRING		CSR Rating	CSR non-Sec only. “high” for AA- and above covered bonds.
EQUITY_MARKET_CAP	STRING		Equity Market Cap	Equity only. The equity issuer market cap (“Large”, “Small”, “Other”).
EQUITY_ECONOMY	STRING		Equity Issuer Economy	Equity only. The equity issuer economy (“Emerging”, “Advanced”, “Other”).
EQUITY_SECTOR	STRING		Equity Sector	Equity only. The equity issuer sector.
POOL	STRING		CSR Sec non-CTP Pool	CSR Sec non-CTP only. The underlying pool for the tranche.
ATTACHMENT	DOUBLE		CSR Sec non-CTP Attachment	CSR Sec non-CTP only. Attachment point for the tranche.
DETACHMENT	DOUBLE		CSR Sec non-CTP Detachment	CSR Sec non-CTP only. Detachment point for the tranche.
UNDERLYING_FXORIGINAL_CCY	STRING			FX only. Set to the same as UNDERLYING.
GIRR_BASIS_CCY	STRING		GIRR Basis Ccy	GIRR only. The counter currency for GIRR cross-currency basis curves.

Unique Key

Columns
AS_OF_DATE
UNDERLYING
RISK_CLASS

Incoming Joins

Source Table	Source Columns	Target Columns
RISK_FACTOR_DESCRIPTION	AS_OF_DATE UNDERLYING RISK_CLASS	AS_OF_DATE UNDERLYING RISK_CLASS