DRC scenarios - Atoti Hub

Download sample file: DRC_LINEAR_SCENARIOS.csv This file describes the recovery rates for DRC risk-factors and trades using a linear recovery approach. This DRC Scenarios file type is identified using the pattern: **/DRC_LINEAR_SCENARIOS*.csv (as specified by drc.linear.scenarios.file-pattern). A sample file is DRC_LINEAR_SCENARIOS. This file is loaded using the DRCScenarios topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.


Field	Key	Null	FieldType	Description	Example
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.
ScenarioId	Y	N	Integer	The numerical id of the scenario. Scenarios are numbered from 1 to the scenario count (inclusive).
ObligorId	Y	N	String	The identifier of the Obligor, which will match the obligor in the trade file.
Seniority	Y	N	String	An indication of the Seniority level of the obligor that the recovery rates are applicable for.
ScenarioRecoveryRate	N	N	Double	A value between 0 and 1 representing the amount of the Notional recovered from the defaulted Obligor in the given scenario.
DefaultDate	N	N	Date ‘YYYY-MM-DD’	Default date for the scenario.