Tranche overrides - Atoti Hub

Download sample file: Tranche_Overrides.csv This Tranche Overrides file type is identified using the pattern: **/Tranche_Overrides*.csv (as specified by drc.tranche.overrides.file-pattern). This file is loaded using the TrancheOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.


Field	Key	Null	FieldType	Description	Example
Tranche	Y	N	String	The name of the tranche to override. Matches the “Underlying” column in the DRC Trade Level file
RiskClass	Y	N	String	Set to “DRC Sec non-CTP”.	“DRC Sec non-CTP”
Parameter Set	Y	N	String	The parameter set for which the override applies.	CRR2
Bucket	N	Y	String	Tranche Bucket [MAR22.31].
Seniority	N	Y	String	Seniority of the exposure. This is “senior” or not for calculating the SEC-ERBA risk-weights. Replaces the Seniority in the DRC Trade Level file.	senior
Rating	N	Y	String	The rating used when looking up SEC-ERBA risk-weights. Replaces the Rating in the DRC Trade Level file.
Rating type	N	Y	String	The rating type used when looking up SEC-ERBA risk-weights (and when applying flooring logic). Replaces the Rating Type in the DRC Trade Level file.	STC
Region	N	Y	String	Region for Bucket MAR22.31(2)(b). Replaces the Region in the DRC Trade Level file.
AssetClass	N	Y	String	Asset class for Bucket MAR22.31(2)(b). Replaces the AssetClass in the DRC Trade Level file.
Attachment	N	Y	Double	Attachment point (Decimal values are expected). Replaces the Attachment in the DRC Trade Level file.
Detachment	N	Y	Double	Detachment point (Decimal values are expected). Replaces the Detachment 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.