| Store Field | Key | CanBeNull | Type | Cube Field | Description |
|---|---|---|---|---|---|
| RiskClass | Y | N | String | The SBM risk class. | |
| SubType | Y | N | String | For “Equity”, the market cap corresponding to the Equity bucket (“Large” or “Small”). | |
| LiquidityHorizon | N | N | Double | The liquidity horizon used to calculate the Vega risk weight. | |
| AsOfDate | Y | N | LOCALDATE[yyyy-mm-dd] | The start date that the parameter takes effect. | |
| ParameterSet | Y | N | String | The parameter set to which the parameter belongs (default = BCBS). |