RRAO - Atoti Hub

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.

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

RISK_FACTOR_DESCRIPTION

SASENSITIVITIES

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