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IMA Summary

Store Field	Key	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 trades, this value should be blank.
Book	Y	String	Booking.Book	Book
LegalEntity	Y	String	Orgoanization.Legal Entity	Legal Entity
RiskFactor	Y	String	[Risk].[RiskFactor]	Modellable Trades: The (modellable) Risk Factor (optional). If RiskFactor is not present, the P&L vector is expected to represent all risk factors for the liquidity horizon. Non-Modellable Trades: The (non-modellable) Risk Factor
RiskClass	Y	String	Risk.RiskClass	The risk class, which will be one of the following: GIRR CSR Equity Commodity FX Allin For non-modellable, non-idiosyncratic trades, this value should be blank.
LiquidityHorizon	Y	Int	Risk.Liquidity Horizon	The Liquidity Horizon in days: 10, 20, 40, 60 or 120 Note: For non-modellable trades, this value should be blank. To ensure correct results, if a particular Liquidity Horizon is specified, then all lower Liquidity Horizons must also be included. So, for example, for Trade Id and Risk Class, if 40 is available, then 20 and 10 must be available as well.
Currency	Y	String	Risk.Currency	The currency in which the PnL vector is expressed.
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 semi-colons.
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (IMATrades)	Timestamp (at close of business) for the data.