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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.
FieldKeyNullFieldTypeDescriptionExample
TrancheYNStringThe name of the tranche to override. Matches the “Underlying” column in the DRC Trade Level file
RiskClassYNStringSet to “DRC Sec non-CTP”.“DRC Sec non-CTP”
Parameter SetYNStringThe parameter set for which the override applies.CRR2
BucketNYStringTranche Bucket [MAR22.31].
SeniorityNYStringSeniority 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
RatingNYStringThe rating used when looking up SEC-ERBA risk-weights. Replaces the Rating in the DRC Trade Level file.
Rating typeNYStringThe 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
RegionNYStringRegion for Bucket MAR22.31(2)(b). Replaces the Region in the DRC Trade Level file.
AssetClassNYStringAsset class for Bucket MAR22.31(2)(b). Replaces the AssetClass in the DRC Trade Level file.
AttachmentNYDoubleAttachment point (Decimal values are expected). Replaces the Attachment in the DRC Trade Level file.
DetachmentNYDoubleDetachment point (Decimal values are expected). Replaces the Detachment in the DRC Trade Level file.
Risk WeightNYDoubleOverride 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.
AsOfDateYNDate ‘YYYY-MM-DD’Timestamp (at close of business) for the data.