| Store Field | Key | CanBeNull | 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, MRA22.40) | ||
| 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 Attachement 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. |