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