DRC base - Atoti Hub

The DRCBase store contains the trade-level data used in the Standardised Approach Default Risk Charge (DRC) calculations, covering DRC non-Sec, DRC Sec non-CTP, and DRC Sec CTP. It is populated from the SA DRC trade input file. The Obligor, Tranche, and Underlying description stores are referenced from it. For the complete mapping between the input file, this store, and the cube, see the DRC data model. The main fields populated on this store are listed below.

Store Field	Type	Cube Field	Description
TradeId	String	TradeId	The trade identifier.
RiskClass	String	Risk Class	Set to “DRC non-Sec”, “DRC Sec non-CTP”, or “DRC Sec CTP”.
Risk Factor	String	Risk Factor	Identifier for the obligor or tranche, seniority, and maturity combination. Generated in the ETL when omitted.
InstrumentLGDType	String	DRC Instrument LGD Type	Instrument type used for LGD (DRC non-Sec only): “equity”, “junior debt”, “senior debt”, or “covered bond”.
Direction	String	DRC Direction	”long” or “short”.
Notional	Double		Used to compute Gross JTD when Gross JTD is not provided.
PresentValue	Double		Used to compute Gross JTD when Gross JTD is not provided.
GrossJTD	Double		The gross jump-to-default value. Providing it skips the calculation from present value and notional.