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The following table lists the fields in the data model and how they are mapped to the input files, datastore schema, and cube levels.
Data ModelInput FilesDatastoreCube LevelNotes
all.As-of DateDRC Trade Level.AsOfDateall.AsOfDateAsOfDate
JTD Exposure.Trade IDDRC Trade Level.TradeIdDRCBase.TradeIdTradeId
all.Risk ClassDRC Trade Level.RiskClassDRCBase.RiskClassRisk Class“DRC non-Sec”
JTD Exposure.Risk Measure
Risk Factor.Risk Measure		Risk Measure“DRC”
JTD Exposure.Risk Factor Name
Risk Factor.Risk Factor Name		DRC Trade Level.RiskFactorDRCBase.Risk FactorRisk Factor
Obligor.Obligor
Risk Factor.Obligor		DRC Trade Level.UnderlyingObligor.ObligorIdDRC ObligorAlso Underlying
Risk Factor.SeniorityDRC Trade Level.SeniorityRiskFactorDescription.SeniorityDRC Seniority
Risk Factor.MaturityDRC Trade Level.MaturityRiskFactorDescription.MaturityDRC Maturity
Risk Factor.Zero Risk WeightDRC Trade Level.Zero Risk-WeightRiskFactorDescription.Zero Risk WeightDRC Zero Risk Weight
Obligor.BucketDRC Trade Level.ObligorCategoryObligor.ObligorCategoryDRC non-Sec Bucket“Corporates”
“Sovereigns”
“Local Governments/Municipalities”
Obligor.RatingDRC Trade Level.RatingObligor.RatingDRC non-Sec Rating
Obligor.Risk WeightDRC Trade Level.Risk WeightObligor.RiskWeight
Obligor.DRC Fund TreatmentDRC Trade Level.DRC Fund TreatmentObligor.DRC Fund TreatmentDRC Fund Treatment
JTD Exposure.Instrument LGD TypeDRC Trade Level.InstrumentTypeDRCBase.InstrumentLGDTypeDRC Instrument LGD Type“equity”
“junior debt”
“senior debt”
“covered bond”
JTD Exposure.DirectionDRC Trade Level.DirectionDRCBase.DirectionDRC Direction“long” or “short”
JTD Exposure.Market ValueDRC Trade Level.MarketValueDRCBase.PresentValue
JTD Exposure.NotionalDRC Trade Level.NotionalDRCBase.Notional
JTD Exposure.Gross JTDDRC Trade Level.GrossJTDDRCBase.GrossJTD
JTD Exposure.AdjustmentDRC Trade Level.AdjustmentDRCBase.Adjustment