RiskFactorDescriptionOverrides

The RiskFactorDescriptionOverrides store contains alternative descriptions of the SA DRC non-Sec Exposures. See RiskFactorDescription store. It is an isolated store indexed by Risk Factor, RiskClass, Risk Measure, ParameterSet, and AsOfDate.

Store Field	Key	CanBeNull	Type	Description
AsOfDate	Y		LOCALDATE[yyyy-mm-dd]	Timestamp (at close of business) for the data.
Risk Factor	Y		String	The name of the DRC non-Sec exposure
RiskClass	Y		String	The risk-class (“DRC non-Sec”)
Risk Measure	Y		String	The risk-measure (“DRC”)
ParameterSet	Y		String	The Parameter Set for which the overrides apply.
Risk Factor Type		Y	String	Reserved for future use.
CommodityLocation		Y	String	Reserved for future use.
Seniority		Y	String	Reserved for future use.
Maturity		Y	Object	Reserved for future use.
Zero Risk Weight		Y	Y/N	Flag indicating if the exposure qualifies for a zero risk-weight (default = N)

RiskFactorDescription

RRAO

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