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SEC-ERBA risk weights
Specifies the default risk weights by rating.
The ERBA_Risk_Weight file is loaded into the ERBARiskWeight store.
| Data Model Field |
File Column |
Datastore Column |
| Tranche.Rating |
Rating |
Rating |
| Tranche.Rating Type |
Rating Type |
Rating Type |
| Tranche.Seniority |
Seniority |
Seniority |