Obligor - Atoti Hub

The Obligor store contains the description of a DRC non-Sec obligor. It is indexed by ObligorId, RiskClass, and AsOfDate and referenced from the DRCBase store by these three fields.

Store Field	Key	CanBeNull	Type	Cube Field	Description
ObligorId	Y		String	DRC Obligor	The Id of the obligor.
RiskClass	Y		String		Set to “DRC non-Sec”.
ObligorCategory			String	DRC non-Sec Bucket	the bucket to which the obligor belongs.
Rating			String	DRC non-Sec Rating	The credit quality of the obligor.
RiskWeight			Double	DRC non-Sec JTD Weightings Override measure	Optional override for the DRC non-Sec Obligor risk-weight.
DRC Fund Treatment		Y	String	DRC Fund Treatment	Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures.
AsOfDate	Y		LOCALDATE[yyyy-mm-dd]	See field in referencing store (SaSensitivities)	Timestamp (at close of business) for the data.

LegalEntityImports

ObligorOverrides

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