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ERBARiskWeight

Store Field Key CanBeNull Type Cube Field Description
Rating Y N String The credit rating.
Seniority Y N String The seniority of the instrument: “senior” or “junior”.
DefaultRiskWeight N N Double The SEC-ERBA risk weight.
Type N N String The type of rating: “long”-term or “short”-term.
AsOfDate Y N LOCALDATE[yyyy-mm-dd] The start date that the parameter takes effect.
ParameterSet Y N String The parameter set to which the parameter belongs (default = BCBS).
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