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IMATradesPL

Store Field Key CanBeNull Type Cube Field Description
DataSet Y String [Risk].[Data Set] The data set to which the entry belongs. The following different values are possible:
  • “Full Set Current”: data for the last 12 months
  • “Reduced Set Stressed”: data with the reduced set of risk factors for the 12-month stress period
  • “Reduced Set Current”: data with the reduced set of risk factors for the last 12 months
For non-modellable risk-factors, this value should be blank.
TradeKey Y String This field is for internal usage only The field contains the tradeID for full data or Book#LegalEntity for summary data
TradeId Y String [Booking].[TradeId] The trade Id.
RiskFactor Y String [Risk].[RiskFactor] The risk factor.

Note: This is required for non-modellable risk-factors, and optional for modellable risk-factors.
RiskClass Y String [Risk].[RiskClass] The risk class, which will be one of the following:
  • GIRR
  • CSR
  • Equity
  • Commodity
  • FX
  • Allin
PL LH Y Int This field is for internal usage only Used for the link to the IMATrades table
StoreCurrency Y String [Risk].[Currency] The currency of the store.
Pnl Double[] This field is a measure The PnL vector for 12 months’ worth of data. There is one value per day, which needs to be computed for a liquidity horizon of 10 days in the risk engine. The values are separated by a semi-colon.
AsOfDate Y LOCALDATE[yyyy-mm-dd] [Dates].[AsOfDate] Timestamp (at close of business) for the data.