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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. |