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RiskFactorDescriptionOverrides
The RiskFactorDescriptionOverrides store contains alternative descriptions of the SA DRC non-Sec Exposures. See RiskFactorDescription store.
It is an isolated store indexed by Risk Factor, RiskClass, Risk Measure, ParameterSet, and AsOfDate.
| Store Field |
Key |
CanBeNull |
Type |
Description |
| AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
Timestamp (at close of business) for the data. |
| Risk Factor |
Y |
|
String |
The name of the DRC non-Sec exposure |
| RiskClass |
Y |
|
String |
The risk-class (“DRC non-Sec”) |
| Risk Measure |
Y |
|
String |
The risk-measure (“DRC”) |
| ParameterSet |
Y |
|
String |
The Parameter Set for which the overrides apply. |
| Risk Factor Type |
|
Y |
String |
Reserved for future use. |
| CommodityLocation |
|
Y |
String |
Reserved for future use. |
| Seniority |
|
Y |
String |
Reserved for future use. |
| Maturity |
|
Y |
Object |
Reserved for future use. |
| Zero Risk Weight |
|
Y |
Y/N |
Flag indicating if the exposure qualifies for a zero risk-weight (default = N) |