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The RISK_FACTOR_DESCRIPTION_OVERRIDES table contains the Override definitions for the Risk Factor Descriptions.
Column NameTypeNot Null
AS_OF_DATEDATEY
RISK_FACTORSTRINGY
RISK_CLASSSTRINGY
RISK_MEASURESTRINGY
PARAMETER_SETSTRINGY
RISK_FACTOR_TYPESTRING
COMMODITY_LOCATIONSTRING
SENIORITYSTRING
MATURITYSTRING
ZERO_RISK_WEIGHTSTRING

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Unique Key

Columns
AS_OF_DATE
RISK_FACTOR
RISK_CLASS
RISK_MEASURE
PARAMETER_SET

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Override Base Table

The base table for these overrides is the Risk Factor Description table. To define Overrides you must add facts to the base table. For details on why this is required, see Overrides With DirectQuery.

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Inject Base Table

For each override, you must generate multiple entries in the Risk Factor Description table with the following structure.
Override Table
PARAMETER_SET
RISK_FACTOR_TYPE
COMMODITY_LOCATION
SENIORITY
MATURITY
ZERO_RISK_WEIGHT
These fields form an intermediate table containing the Override’s base store fields and will be merged back into the Override base table: Risk Factor Description.

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Map Override Fields to Base Table Fields

Once you create your tuples for each override field, you can then map the tuples back to the base store using the following relationship:
Override TableRisk Factor Description FieldNote
OVERRIDE KEY FIELDRISK_FACTOR
OVERRIDE DATE FIELDAS_OF_DATE
PARAMETER_SETNo mapping exists
RISK_FACTOR_TYPERISK_FACTOR_TYPE
COMMODITY_LOCATIONCOMMODITY_LOCATION
SENIORITYSENIORITY
MATURITYMATURITY
ZERO_RISK_WEIGHTZERO_RISK_WEIGHT
RISK_CLASSNo mapping exists
RISK_MEASURENo mapping exists
UNDERLYINGNo mapping exists
UNDERLYING_FXRISK_CCYNo mapping exists
UNDERLYING_MATURITYNo mapping exists