The Rating Risk Weights are used to look up the risk-weight for obligors based on their rating. The Default_Risk_Weights file is loaded into the DRCWeight store.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
| Data Model Field | File Column | Datastore Column |
|---|---|---|
| Rating | Rating | Rating |
| Default risk weight in [MAR22.24] | Default risk weight | DefaultRiskWeight |
| Start Date | Date | AsOfDate |
| Parameter Set | ParameterSet | ParameterSet |