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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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Download sample file: RiskFactor_Desc_Overrides.csv This file provides the overrides for SA DRC non-Sec Exposure Descriptions. This Risk-Factor Description Overrides file type is identified using the pattern: **/RiskFactor_Desc_Overrides*.csv (as specified by risk-factor-desc.overrides.file-pattern). A sample file is RiskFactor_Desc_Overrides. This file is loaded using the RickFactorDescriptionOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
FieldKeyNullFieldTypeDescriptionExample
AsOfDateYNDate ‘YYYY-MM-DD’Timestamp (at close of business) for the data.
Risk FactorYNStringThe name of the SA DRC non-Sec exposure to override.
RiskClassYNStringDefines the risk class for the risk-factor.“DRC non-Sec”
Risk MeasureYNStringDefines the risk measure for the risk-factor.“DRC”
Parameter SetYNStringThe parameter set for which the override applies.CRR2
Risk Factor TypeNYStringReserved for future use.
CommodityLocationNYStringReserved for future use.
SeniorityNYStringReserved for future use.
MaturityNYStringReserved for future use.
Zero Risk WeightNYY/NFlag indicating if the exposure qualifies for a zero risk-weight.“Y”, “N”