DRCWeight - Atoti Hub

The DRCWeight store holds the default risk weights used for the Default Risk Charge (DRC), indexed by credit quality category.

Store Field	Key	CanBeNull	Type	Description
Rating	Y	N	String	The credit quality category.
DefaultRiskWeight	N	N	String	The DRC non-Sec default risk weight.
AsOfDate	Y	N	LOCALDATE[yyyy-mm-dd]	The start date that the parameter takes effect.
ParameterSet	Y	N	String	The parameter set to which the parameter belongs (default = BCBS).