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Documentation Index

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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 FieldKeyCanBeNullTypeDescription
ParameterSetYStringThe Parameter Set for which the risk-weights apply.
ObligorIdYStringThe Id of the obligor.
RiskWeightYDoubleRisk-weight applied to zero risk-weight exposures in the DRC non-securitisations calculation.
AsOfDateYDate[yyyy-mm-dd]Timestamp (at close of business) for the data.