Obligor Overrides

Download sample file: Obligor_Overrides.csv

This file provides the overrides for SA DRC non-Sec obligor descriptions.

This Obligor Overrides file type is identified using the pattern: **/Obligor_Overrides*.csv (as specified by drc.obligor.overrides.file-pattern). This file is loaded using the ObligorOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field Key Null FieldType Description Example
Obligor Y N String The name of the obligor to override. Matches the “Underlying” column in the DRC Trade Level file
RiskClass Y N String Set to “DRC non-Sec”. “DRC non-Sec”
Parameter Set Y N String The parameter set for which the override applies. CRR2
ObligorCategory N Y String Obligor Category/Bucket [MAR22.22]. Replaces the Obligor Category in the DRC Trade Level file.
Rating N Y String Credit Quality Category [MAR22.24]. Replaces the Rating in the DRC Trade Level file.
Risk Weight N Y Double Override the risk-weight for this obligor, instead of looking up the risk-weight by rating. Replaces the Risk Weight in the DRC Trade Level file.
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.