Risk-Factor Description Overrides

Download sample file: RiskFactor_Desc_Overrides.csv

Since 3.1.1 This file provides the overrides for SA DRC non-Sec Exposure Descriptions.

This Risk-Factor Description Overrides file type is identified using the pattern: **/RiskFactor_Desc_Overrides*.csv (as specified by risk-factor-desc.overrides.file-pattern). This file is loaded using the RickFactorDescriptionOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field Key Null FieldType Description Example
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.
Risk Factor Y N String The name of the SA DRC non-Sec exposure to override.
RiskClass Y N String Defines the risk class for the risk-factor. “DRC non-Sec”
Risk Measure Y N String Defines the risk measure for the risk-factor. “DRC”
Parameter Set Y N String The parameter set for which the override applies. CRR2
Risk Factor Type N Y String Reserved for future use.
CommodityLocation N Y String Reserved for future use.
Seniority N Y String Reserved for future use.
Maturity N Y String Reserved for future use.
Zero Risk Weight N Y Y/N Flag indicating if the exposure qualifies for a zero risk-weight. “Y”, “N”
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