Security - Atoti Hub

The Security store contains the description of the underlying securities referenced in the DRC Sec CTP calculations. It is indexed by Security, RiskClass, and AsOfDate and referenced from the RiskFactorDescription store by these three fields.

Store Field	Key	Type	Cube Field	Description
Security	Y	String	DRC Sec CTP Security	The underlying product of the trade that could be an obligor or a fully qualified tranche (with the series, attachment and detachment)
RiskClass	Y	String		Always “DRC Sec CTP”
Bucket		String	DRC Sec CTP Bucket	Obligor or Index the underlying relies on (see BCBS 457, )
Seniority		String	DRC Sec CTP Seniority	”Senior” or “Junior”
Rating		String	DRC Sec CTP Rating	From AAA to Default
Type		String	DRC Sec CTP Rating Type	Rating type : STC or empty for non-STC
Attachment		Double	DRC Sec CTP Attachment	The start of the tranche or empty if non-tranched product
Detachment		Double	DRC Sec CTP Detachment	The end of the tranche or empty if non-tranched product
Instrument Type		String	DRC Sec CTP Instrument Type	Tranche or Non-tranched, depending on the Attachment and Detachment fields
RiskWeight		Double		Optional risk-weight, to override value
AsOfDate	Y	Date[yyyy-mm-dd]	See field in referencing store (SaSensitivities)	Timestamp (at close of business) for the data.