This table contains mapping between hierarchy nodes and their respective benchmarks. The columns should be populated as follows:
HIERARCHY_NODE
This column contains the name of the hierarchy node in the ERS Risk Hierarchy.
BENCHMARK
The column can be populated with either;
a Calypso portfolio name,
an ERS Risk Hierarchy name, or
an ERS Risk Hierarchy node name.
In the latter case, the column should be populated with the hierarchy node name and the hierarchy to which it belongs, separated by a percentage symbol, %.
BENCHMARK_TYPE
If the value in the benchmark column is an ERS hierarchy or hierarchy node name, this column should be populated with the value HIERARCHY. Otherwise, when using a Calypso portfolio name, it should not be populated.
SCALING_FACTOR
This column should be populated with the scaling factor by which the benchmark results should be multiplied. To use MTM scaling, leave this column unpopulated.
See the ERS 10.2 Release notes for further information.