The ObligorOverrides store contains alternative descriptions of the obligor. See Obligor store.It is an isolated store indexed by ObligorId, RiskClass, ParameterSet, and AsOfDate.
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.
