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.
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.
