ObligorOverrides

The ObligorOverrides store contains alternative descriptions of the obligor. See Obligor store.

It is an isolated store indexed by ObligorId, RiskClass, ParameterSet, and AsOfDate.

Store Field Key CanBeNull Type Description
ObligorId Y String The Id of the obligor.
RiskClass Y String Set to “DRC non-Sec”.
ParameterSet Y String The Parameter Set for which the overrides apply.
ObligorCategory String The bucket to which the obligor belongs.
Replaces ObligorCategory in the Obligor store.
Rating String The credit quality of the obligor.
Replaces Rating in the Obligor store.
RiskWeight Y Double Optional override for the DRC non-Sec Obligor risk-weight.
Replaces RiskWeight in the Obligor store.
DRC Fund Treatment Y String Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures.
AsOfDate Y Date[yyyy-mm-dd] Timestamp (at close of business) for the data.