SECURITY - Atoti Hub

The SECURITY table

Column Name	Type	Not Null	Cube Field	Description
AS_OF_DATE	DATE	Y		See field in joined table (SASENSITIVITIES) Timestamp (at close of business) for the data.
SECURITY	STRING	Y	DRC Sec CTP Security	The underlying product of the trade that could be an obligor or a fully qualified tranche (with the series, attachment and detachment).
RISK_CLASS	STRING	Y		Always “DRC Sec CTP”
BUCKET	STRING	Y	DRC Sec CTP Bucket	Obligor or Index the underlying relies on (see BCBS 457, MRA22.40(https://www.bis.org/basel_framework/chapter/MAR/22.htm?inforce=20230101&published=20200327#paragraph_MAR_22_20230101_22_40))
SENIORITY	STRING		DRC Sec CTP Seniority	”Senior” or “Junior”.
RATING	STRING		DRC Sec CTP Rating	From AAA to Default.
TYPE	STRING		DRC Sec CTP Rating Type	Rating type : STC or empty for non-STC.
ATTACHMENT	DOUBLE		DRC Sec CTP Attachment	The start of the tranche or empty if non-tranched product.
DETACHMENT	DOUBLE		DRC Sec CTP Detachment	The end of the tranche or empty if non-tranched product.
INSTRUMENT_TYPE	STRING		DRC Sec CTP Instrument Type	Tranche or non-tranched, depending on the Attachment and Detachment fields.
RISK_WEIGHT	DOUBLE			Optional risk-weight, to override value.

Unique Key

Source Table	Source Columns	Target Columns
RISK_FACTOR_DESCRIPTION	AS_OF_DATE UNDERLYING RISK_CLASS	AS_OF_DATE SECURITY RISK_CLASS