| Store Field | Key | CanBeNull | Type | Cube Field | Description |
|---|---|---|---|---|---|
| Bucket | String | DRC Sec non-CTP Bucket | The DRC bucket. | ||
| Region | Y | String | See field in referencing store (Tranche) | The region of the bucket (BCBS 457, MAR22.31(2)(b)). Values must match the DRC trades file. | |
| Asset Class | Y | String | See field in referencing store (Tranche) | The asset class for the bucket (BCBS 457, MAR22.31(2)(b)). Values must match the DRC trades file. | |
| AsOfDate | Y | LOCALDATE[yyyy-mm-dd] | See field in referencing store (SaSensitivities) | Timestamp (at close of business) for the data. |
DrcSecNonCtpBuckets
The DrcSecNonCtpBuckets store identifies the DRC Sec non-CTP buckets.
It is an isolated store indexed by Region, Asset Class, and AsOfDate.