IMA ETL for DRC
Overview of the IMA ETL process for Default Risk Charge in Atoti FRTB, including a dataflow diagram and file-to-datastore field mapping
This section covers the ETL specifics for the DRC files. It provides an
overview of ETL for DRC, starting with a dataflow diagram for DRC.
It also provides a table showing the fields that are included in each
row of a DRC CSV Input Data file, indicating which Stores these fields
are copied to during the ETL process.
Additionally, it shows which are the key fields for vector creation and
which fields have the potential to be populated with vectors, as opposed
to always containing scalar values.
