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Obligor
The Obligor (Underlying) object describes the obligor.
| Field |
Key |
Description |
| As-of Date |
Y |
Timestamp (at close of business) for the data (T-1) |
| Obligor (Underlying) |
Y |
Name of the obligor |
| Risk Class |
Y |
“DRC non-Sec” |
| Bucket |
|
“Corporates”, “Sovereigns”, or “Local Governments/Municipalities” |
| Rating |
|
Credit quality of the obligor |
| Risk Weight |
|
Optional override of the obligor’s risk-weight |
| DRC Fund Treatment |
|
Flag indicating if the obligor can be included in offsetting or diversification with other exposures |