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.Documentation Index
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| 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. |