This file provides the overrides for RRAO category descriptions.
This RRAO Overrides file type is identified using the pattern: **/RRAO_Overrides*.csv (as specified by rrao.overrides.file-pattern).
This file is loaded using the RRAOOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
Field
Key
Null
FieldType
Description
Example
RRAOCategory
Y
N
String
The name of the RRAO Category to override.
Matches the “RRAOCategory” column in the Trade Attributes file
RiskClass
Y
N
String
Set to “RRAO”.
“RRAO”
Parameter Set
Y
N
String
The parameter set for which the override applies.
CRR2
ResidualRisk
N
Y
‘Y’ or ‘N’
Indicates category subject to residual risk add-on.
Replaces the ResidualRisk in the Trade Attributes file.
ExoticUnderlying
N
Y
‘Y’ or ‘N’
If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%.
Replaces the ExoticUnderlying in the Trade Attributes file.
OtherResidualRiskType
N
Y
String
Replaces the OtherResidualRiskType in the Trade Attributes file.
Exemption Reason
N
Y
String
Reported reason why the position is exempt from RRAO.