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.