RRAO - Atoti Hub

Store Field	Key	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 Zero Risk Weight		String(“N”)	RRAO Zero Risk Weight	Optional field available from Atoti FRTB 6.0.10, appended after AsOfDate as the last field. Added only when the `frtb.eu-da.rrao-zero-risk-weight.enabled` property is `true`. ‘Y’ zeroes the RRAO charge of the position. See EU-DA support.

Store Field

Key

CanBeNull

Type

Cube Field

Description

RRAOCategory

String

RRAO Category

The Id of the RRAO Category.

RiskClass

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

Date[yyyy-mm-dd]

See field in (SaSensitivities) store

Timestamp (at close of business) for the data.

RRAO Zero Risk Weight

String(“N”)

RRAO Zero Risk Weight

Optional field available from Atoti FRTB 6.0.10, appended after AsOfDate as the last field. Added only when the frtb.eu-da.rrao-zero-risk-weight.enabled property is true. ‘Y’ zeroes the RRAO charge of the position. See EU-DA support.

The String("N") default applies to the in-memory datastore only. An Atoti DirectQuery deployment has no store default for this field. The column is nullable in the external database, and loadFRTB.sql omits it from the insert list. A DirectQuery deployment therefore reads NULL, and the cube level shows a null member instead of N.