RRAOOverrides - Atoti Hub

The RRAOOverrides store contains alternative descriptions of the RRAO category. See RRAO store. It is an isolated store indexed by RRAOCategory, RiskClass, ParameterSet, and AsOfDate.

Store Field	Key	CanBeNull	Type	Description
RRAOCategory	Y		String	The Id of the RRAO Category.
RiskClass	Y		String	Set to “RRAO”
ParameterSet	Y		String	The Parameter Set for which the overrides apply.
ResidualRisk			String	Indicates category is subject to residual risk add-on. Replaces ResidualRisk in the RRAO store.
ExoticUnderlying			String	If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%. Replaces ExoticUnderlying in the RRAO store.
OtherResidualRiskType			String(“_DATAMEMBER_“)	Optional data indicating the residual Risk type. Replaces OtherResidualRiskType in the RRAO store.
Exemption Reason			String	Reported reason why the position is exempt from RRAO.
Asset Class			String	Reported asset class for the position.
AsOfDate	Y		Date[yyyy-mm-dd]	Timestamp (at close of business) for the data.
RRAO Zero Risk Weight		Y	String	Optional field available from Atoti FRTB 6.0.10, appended after AsOfDate as the last field. Added only when the `frtb.eu-da.rrao-zero-risk-weight.enabled` property is `true`. Overrides the flag of the RRAO store; no value leaves it untouched.