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Glossary
PublicSectorObligorRiskWeights
The PublicSectorObligorRiskWeights store contains optional risk-weights for public sector obligors applied to zero risk-weight exposures in the DRC non-securitisations calculation.
It is an isolated store indexed by ParameterSet , ObligorId , and AsOfDate .
Store Field
Key
CanBeNull
Type
Description
ParameterSet
Y
String
The Parameter Set for which the risk-weights apply.
ObligorId
Y
String
The Id of the obligor.
RiskWeight
Y
Double
Risk-weight applied to zero risk-weight exposures in the DRC non-securitisations calculation.
AsOfDate
Y
Date[yyyy-mm-dd]
Timestamp (at close of business) for the data.