PublicSectorObligorRiskWeights

The PublicSectorObligorRiskWeights store contains optional risk-weights for public sector obligors applied to zero risk-weight exposures in the DRC non-securitisations calculation. It is an isolated store indexed by ParameterSet, ObligorId, and AsOfDate.

Store Field	Key	CanBeNull	Type	Description
ParameterSet	Y		String	The Parameter Set for which the risk-weights apply.
ObligorId	Y		String	The Id of the obligor.
RiskWeight		Y	Double	Risk-weight applied to zero risk-weight exposures in the DRC non-securitisations calculation.
AsOfDate	Y		Date[yyyy-mm-dd]	Timestamp (at close of business) for the data.

ObligorOverrides

RiskFactorDescription

⌘I