Tranche - Atoti Hub

The Tranche store contains the description of a DRC Sec non-CTP tranche. It is indexed by Tranche, RiskClass, and AsOfDate and referenced from the DRCBase store by these three fields. This store references the DrcSecNonCtpBuckets store by Region, Asset Class, and AsOfDate.

Store Field	Key	CanBeNull	Type	Cube Field	Description
Tranche	Y		String	DRC Sec non-CTP Tranche	ID of the Tranche
RiskClass	Y		String		Set to “DRC Sec non-CTP”
Bucket			String	DRC Sec non-CTP Bucket	The DRC bucket.
Seniority			String	DRC Sec non-CTP Seniority	Seniority of the tranche.
Rating			String	DRC Sec non-CTP Rating	The credit rating of the Tranche
Type			String	DRC Sec non-CTP Rating Type	The rating type used alongside the rating to determine the SEC-ERBA risk-weight
Region			String	DRC Sec non-CTP Region	The region used to determine the Bucket
Asset Class			String	DRC Sec non-CTP Asset Class	The asset class used to determine the Bucket
Attachment			Double	DRC Sec non-CTP Attachment	Attachment point (Decimal values are expected)
Detachment			Double	DRC Sec non-CTP Detachment	Detachment point (Decimal values are expected)
RiskWeight		Y	Double	DRC Sec non-CTP JTD Weightings Override measure	Optional override for the DRC Sec non-CTP Tranche risk-weight
AsOfDate	Y		Date[yyyy-mm-dd]	See field in referencing store	Timestamp (at close of business) for the data

Security

TrancheOverrides

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