| Field | Key | Description |
|---|---|---|
| As-of Date | Y | Timestamp (at close of business) for the data (T-1) |
| Obligor (Underlying) | Y | Name of the obligor |
| Risk Class | Y | “DRC non-Sec” |
| Bucket | “Corporates”, “Sovereigns”, or “Local Governments/Municipalities” | |
| Rating | Credit quality of the obligor | |
| Risk Weight | Optional override of the obligor’s risk-weight | |
| DRC Fund Treatment | Flag indicating if the obligor can be included in offsetting or diversification with other exposures |