| Store Field | Key | CanBeNull | Type | Description |
|---|---|---|---|---|
| Tranche | Y | String | ID of the Tranche. | |
| RiskClass | Y | String | Set to “DRC Sec non-CTP” | |
| ParameterSet | Y | String | The Parameter Set for which the overrides apply. | |
| Bucket | String | The DRC bucket. Replaces Bucket in the Tranche store. | ||
| Seniority | String | Seniority of the tranche. Replaces Seniority in the Tranche store. | ||
| Rating | String | The credit rating of the Tranche. Replaces Rating in the Tranche store. | ||
| Type | String | The rating type used alongside the rating to determine the SEC-ERBA risk-weight. Replaces Type in the Tranche store. | ||
| Region | String | The region used to determine the Bucket. Replaces Region in the Tranche store. | ||
| Asset Class | String | The asset class used to determine the Bucket. Replaces Asset Class in the Tranche store. | ||
| Attachment | Double | Attachment point (Decimal values are expected). Replaces Attachment in the Tranche store. | ||
| Detachment | Double | Detachment point (Decimal values are expected). Replaces Detachment in the Tranche store. | ||
| RiskWeight | Y | Double | Optional override for the DRC Sec non-CTP Tranche risk-weight. Replaces RiskWeight in the Tranche store. | |
| AsOfDate | Y | Date[yyyy-mm-dd] | Timestamp (at close of business) for the data. |
TrancheOverrides
The TrancheOverrides store contains alternative descriptions of the tranche. See Tranche store.
It is an isolated store indexed by Tranche, RiskClass, ParameterSet, and AsOfDate.