Obligor overrides - Atoti Hub

Download sample file: Obligor_Overrides.csv This file provides the overrides for SA DRC non-Sec obligor descriptions. This Obligor Overrides file type is identified using the pattern: **/Obligor_Overrides*.csv (as specified by drc.obligor.overrides.file-pattern). A sample file is Obligor_Overrides. This file is loaded using the ObligorOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.


Field	Key	Null	FieldType	Description	Example
Obligor	Y	N	String	The name of the obligor to override. Matches the “Underlying” column in the DRC Trade Level file
RiskClass	Y	N	String	Set to “DRC non-Sec”.	“DRC non-Sec”
Parameter Set	Y	N	String	The parameter set for which the override applies.	CRR2
ObligorCategory	N	Y	String	Obligor Category/Bucket [MAR22.22]. Replaces the Obligor Category in the DRC Trade Level file.
Rating	N	Y	String	Credit Quality Category [MAR22.24]. Replaces the Rating in the DRC Trade Level file.
Risk Weight	N	Y	Double	Override the risk-weight for this obligor, instead of looking up the risk-weight by rating. Replaces the Risk Weight in the DRC Trade Level file.
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.
DRC Fund Treatment	N	Y	HY & Distressed/blank	Flag indicating if the obligor cannot be included in offsetting or diversification with other exposures.