SCENARIOS Table Fields
| Column Name | Type | Not Null | Cube Field | Description |
|---|---|---|---|---|
| DATA_SET | STRING | Y | Data Set | The data set to which the entry belongs. The following different values are possible:“Full Set Current”: data for the last 12 months, “Reduced Set Stressed”: data with the reduced set of risk factors for the 12-month stress period, “Reduced Set Current”: data with the reduced set of risk factors for the last 12 months For non-modellable risk-factors, this value should be blank. |
| INDEX | INTEGER | Y | Internal field | The index in the vector representing the list of Scenarios – the first element has index 0. |
| SCENARIO | STRING | Y | Scenario Dates | The name of the scenario. |
| AS_OF_DATE | DATE | Y | See field in referencing store (IMATrades) | Timestamp (at close of business) for the data. |
SCENARIOS Unique Key
| Columns |
|---|
| DATA_SET |
| SCENARIO |
| AS_OF_DATE |
Incoming Joins
| Source Table | Source Columns | Target Columns |
|---|---|---|
| IMATRADES | RISK_FACTOR RISK_CLASS AS_OF_DATE | RISK_FACTOR RISK_CLASS AS_OF_DATE |