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Obligor_Risk_Weights
The Obligor_Risk_Weights.csv file overrides DRC non-Sec risk weights per obligor. It is loaded into the ObligorToRiskWeight store.
| Field name |
Description |
| obligor |
The obligor whose risk weight is to be overridden |
| risk_weight |
The new risk weight for the obligor |
| Date |
The start date that the parameter takes effect |
| ParameterSet |
The parameter set to which the parameter belongs (default = BCBS) |
File values
note
This file is empty to allow for overrides.
| obligor |
risk_weight |
Date |
ParameterSet |
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