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Rating Risk Weights
The Rating Risk Weights are used to look up the risk-weight for obligors based on their rating.
The Default_Risk_Weights file is loaded into the
DRCWeight store.
| Data Model Field |
File Column |
Datastore Column |
| Rating |
Rating |
Rating |
| Default risk weight in [MAR22.24] |
Default risk weight |
DefaultRiskWeight |
| Start Date |
Date |
AsOfDate |
| Parameter Set |
ParameterSet |
ParameterSet |