| Column Name | Type | Not Null | Cube Field | Description |
|---|---|---|---|---|
| AS_OF_DATE | DATE | Y | See field in (SASENSITIVITIES) table | Timestamp (at close of business) for the data. |
| RRAOCATEGORY | STRING | Y | RRAO Category | The ID of the RRAO Category. |
| RISK_CLASS | STRING | Y | Set to “RRAO”. | |
| RESIDUAL_RISK | STRING | RRAO | Flag ‘Y’ or ‘N’ indicating if this RRAO category is subject to residual risk add-on. | |
| EXOTIC_UNDERLYING | STRING | Exotic Underlying | Flag ‘Y’ or ‘N’ indicating an exotic underlying for the RRAO category. | |
| OTHER_RESIDUAL_RISK_TYPE | STRING | Other Residual Risk Type | Optional data indicating the residual Risk type. | |
| EXEMPTION_REASON | STRING | RRAO Exemption Reason | Reported reason why the position is exempt from RRAO. | |
| ASSET_CLASS | STRING | RRAO Asset Class | Reported asset class for the position. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| RRAOCATEGORY |
| RISK_CLASS |
Incoming Joins
| Source Table | Source Columns | Target Columns |
|---|---|---|
| RISK_FACTOR_DESCRIPTION | AS_OF_DATE UNDERLYING RISK_CLASS | AS_OF_DATE RRAOCATEGORY RISK_CLASS |