The RRAO table contains the description of the RRAO category. The RRAO category is not part of the specification, however, it is used to group trades whose RRAO may change between jurisdictions.Documentation Index
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| 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 |