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IMATrades

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
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
LiquidityHorizon Y Int [Risk].[Liquidity Horizon] The Liquidity Horizon in days: 10, 20, 40, 60 or 120

Note: For non-modellable risk-factors, this value should be blank (though it may be set to 10 without causing any problems).

To ensure correct results, if a particular Liquidity Horizon is specified, the load mechanism will then generate all lower Liquidity Horizons that must also be included. So, for example, for Trade Id and Risk Class, if 40 is available, then 20 and 10 will be available as well.
PL LH Int This field is for internal usage only Used to link it to the right PL on the IMATradesPL table
AsOfDate Y LOCALDATE[yyyy-mm-dd] [Dates].[AsOfDate] Timestamp (at close of business) for the data.