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 isDocumentation Index
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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. |