RISK_FACTOR_DESCRIPTION_OVERRIDES
The RISK_FACTOR_DESCRIPTION_OVERRIDES table contains the Override definitions for the Risk Factor Descriptions.
Column Name | Type | Not Null |
---|---|---|
AS_OF_DATE | DATE | Y |
RISK_FACTOR | STRING | Y |
RISK_CLASS | STRING | Y |
RISK_MEASURE | STRING | Y |
PARAMETER_SET | STRING | Y |
RISK_FACTOR_TYPE | STRING | |
COMMODITY_LOCATION | STRING | |
SENIORITY | STRING | |
MATURITY | STRING | |
ZERO_RISK_WEIGHT | STRING |
Unique Key
Columns |
---|
AS_OF_DATE |
RISK_FACTOR |
RISK_CLASS |
RISK_MEASURE |
PARAMETER_SET |
Override Base Table
The base table for these overrides is the Risk Factor Description table. To define Overrides you must add facts to the base table. For details on why this is required, see Overrides With DirectQuery.
Inject Base Table
For each override, you must generate multiple entries in the Risk Factor Description table with the following structure.
Override Parameter | Risk Factor Description Table Field |
---|---|
OVERRIDE KEY FIELD | RISK_FACTOR |
OVERRIDE DATE FIELD | AS_OF_DATE |
Where:
- Override Parameter: The parameters to determine where to apply this override.
- Risk Factor Description Table Field: The field in the Risk Factor Description base table for this override.
Create Base Store Tuples
See the Create Override Tuples section for an example of how to create the override tuples for the following override fields. These are the fields we want to override in the base override table, in this case the Risk Factor Description Table.
Override Table |
---|
PARAMETER_SET |
RISK_FACTOR_TYPE |
COMMODITY_LOCATION |
SENIORITY |
MATURITY |
ZERO_RISK_WEIGHT |
These fields form an intermediate table containing the Override’s base store fields and will be merged back into the Override base table: Risk Factor Description.
Map Override Fields to Base Table Fields
Once you create your tuples for each override field, you can then map the tuples back to the base store using the following relationship:
Override Table | Risk Factor Description Field | Note |
---|---|---|
OVERRIDE KEY FIELD | RISK_FACTOR | |
OVERRIDE DATE FIELD | AS_OF_DATE | |
PARAMETER_SET | No mapping exists | |
RISK_FACTOR_TYPE | RISK_FACTOR_TYPE | |
COMMODITY_LOCATION | COMMODITY_LOCATION | |
SENIORITY | SENIORITY | |
MATURITY | MATURITY | |
ZERO_RISK_WEIGHT | ZERO_RISK_WEIGHT | |
RISK_CLASS | No mapping exists | |
RISK_MEASURE | No mapping exists | |
UNDERLYING | No mapping exists | |
UNDERLYING_FXRISK_CCY | No mapping exists | |
UNDERLYING_MATURITY | No mapping exists |