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Field Mappings

The following table lists the fields in the data model and how they are mapped to the input files, datastore schema, and cube levels.

Data Model Input Files Datastore Cube Level Notes
all.As-of Date DRC Trade Level.AsOfDate all.AsOfDate AsOfDate
JTD Exposure.Trade ID DRC Trade Level.TradeId DRCBase.TradeId TradeId
all.Risk Class DRC Trade Level.RiskClass DRCBase.RiskClass Risk Class “DRC non-Sec”
JTD Exposure.Risk Measure
Risk Factor.Risk Measure		 Risk Measure “DRC”
JTD Exposure.Risk Factor Name
Risk Factor.Risk Factor Name		 DRC Trade Level.RiskFactor DRCBase.Risk Factor Risk Factor
Obligor.Obligor
Risk Factor.Obligor		 DRC Trade Level.Underlying Obligor.ObligorId DRC Obligor Also Underlying
Risk Factor.Seniority DRC Trade Level.Seniority RiskFactorDescription.Seniority DRC Seniority
Risk Factor.Maturity DRC Trade Level.Maturity RiskFactorDescription.Maturity DRC Maturity
Risk Factor.Zero Risk Weight DRC Trade Level.Zero Risk-Weight RiskFactorDescription.Zero Risk Weight DRC Zero Risk Weight
Obligor.Bucket DRC Trade Level.ObligorCategory Obligor.ObligorCategory DRC non-Sec Bucket “corporates”
“sovereigns”
“local governments/municipalities”
Obligor.Rating DRC Trade Level.Rating Obligor.Rating DRC non-Sec Rating
Obligor.Risk Weight DRC Trade Level.Risk Weight Obligor.RiskWeight
Obligor.DRC Fund Treatment DRC Trade Level.DRC Fund Treatment Obligor.DRC Fund Treatment DRC Fund Treatment
JTD Exposure.Instrument LGD Type DRC Trade Level.InstrumentType DRCBase.InstrumentLGDType DRC Instrument LGD Type “equity”
“junior debt”
“senior debt”
“covered bond”
JTD Exposure.Direction DRC Trade Level.Direction DRCBase.Direction DRC Direction “long” or “short”
JTD Exposure.Market Value DRC Trade Level.MarketValue DRCBase.PresentValue
JTD Exposure.Notional DRC Trade Level.Notional DRCBase.Notional
JTD Exposure.Gross JTD DRC Trade Level.GrossJTD DRCBase.GrossJTD
JTD Exposure.Adjustment DRC Trade Level.Adjustment DRCBase.Adjustment