The StressCalibrationScenarios store holds the scenarios used by the Stress Calibration cube, mapping each scenario date to its index in the vector for a given risk-factor set or risk class.
Store Field
Key
CanBeNull
Type
Cube Field
Description
Type
Y
String
For IMCC this is the risk-factor set (“Full” or “Reduced”). For SES (NMRF), this is the risk-class
Index
Int
Internal field
The index in the vector representing the list of Scenarios – the first element has index 0.
