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My.CRT > CRT.PRO > Flashcards

CRT.PRO Flashcards

1
Q

How to check credit spread curve for a specific COB (new approach)

A

EXEC CSWEB.GetCreditSpreadCurves @pdtBusDate = ‘20140408’, @pinCPartyId = 123
@BankType = 2

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2
Q

How to check credit spread curve for a specific COB (old approach)

A

EXEC CreditSpread..getCreditSpreadCurve ‘20121212’, SDSID, DEFAULT, DEFAULT, 1

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3
Q

Name 4 tables for CSA data from EM

A

DataloadCSA
DataloadCSAProduct
DataloadCSAArrangementCounterparties
DataloadCSAPrincipal

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4
Q

Name 3 output tables for CSA

A

CpartyCSA
CSAExpThreshold
CSAThreshold

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5
Q

Name the view for book allocation

A

Portfolio.BookAllocation.VwTopLevelBookCparty

> BookName = ‘RTB_LOW’

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6
Q

How to find the BCurves for current COB

A

CreditSpread.RT.DefaultSpreadCurve

> LoadDate = ‘20140403’

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7
Q

How to find the official curves for current COB

A

CreditSpread.dbo.CreditSpreadCurve

> CurveDate = ‘20140403’

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My.CRT (10 decks)

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