| Store Field | Key | CanBeNull | Type | Description |
|---|---|---|---|---|
| ObligorId | Y | String | The Id of the obligor. | |
| RiskClass | Y | String | Set to “DRC non-Sec”. | |
| ParameterSet | Y | String | The Parameter Set for which the overrides apply. | |
| ObligorCategory | String | The bucket to which the obligor belongs. Replaces ObligorCategory in the Obligor store. | ||
| Rating | String | The credit quality of the obligor. Replaces Rating in the Obligor store. | ||
| RiskWeight | Y | Double | Optional override for the DRC non-Sec Obligor risk-weight. Replaces RiskWeight in the Obligor store. | |
| DRC Fund Treatment | Y | String | Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures. | |
| AsOfDate | Y | Date[yyyy-mm-dd] | Timestamp (at close of business) for the data. |
ObligorOverrides
The ObligorOverrides store contains alternative descriptions of the obligor. See Obligor store.
It is an isolated store indexed by ObligorId, RiskClass, ParameterSet, and AsOfDate.