| Store Field | Key | CanBeNull | Type | Cube Field | Description |
|---|---|---|---|---|---|
| RRAOCategory | Y | String | RRAO Category | The Id of the RRAO Category. | |
| RiskClass | Y | String | Set to “RRAO” | ||
| ResidualRisk | String | RRAO | Indicates category is subject to residual risk add-on. | ||
| ExoticUnderlying | String | Exotic Underlying | If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%. | ||
| OtherResidualRiskType | String(“_DATAMEMBER_“) | Other Residual Risk Type | Optional data indicating the residual Risk type. | ||
| Exemption Reason | String | RRAO Exemption Reason | Reported reason why the position is exempt from RRAO. | ||
| Asset Class | String | RRAO Asset Class | Reported asset class for the position. | ||
| AsOfDate | Y | Date[yyyy-mm-dd] | See field in (SaSensitivities) store | Timestamp (at close of business) for the data. |
RRAO
The RRAO store contains the description of the RRAO category.
It is indexed by RRAOCategory, RiskClass, and AsOfDate
and referenced from the RiskFactorDescription store by these three fields.