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Cube Reference
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Context Values
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Dimensions
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MRA Dimensions
--- [Booking].[Books]
--- [Booking].[Desks]
--- [Booking].[Trades]
--- [Counterparties].[Counterparties]
--- [Counterparties].[CounterpartyCountriesOfAddress]
--- [Counterparties].[CounterpartyCountriesOfRisk]
--- [Counterparties].[CounterpartyHierarchy]
--- [Counterparties].[CounterpartyIds]
--- [Counterparties].[CounterpartyNames]
--- [Counterparties].[CounterpartyRatings]
--- [Counterparties].[CounterpartySectors]
--- [Currencies].[Currencies]
--- [Currencies].[Currency]
--- [Dates].[Date]
--- [DynamicBucketing].[DynamicMaturities]
--- [DynamicBucketing].[DynamicMoneyness]
--- [DynamicBucketing].[DynamicTenors]
--- [Instruments].[InstrumentClasses]
--- [Instruments].[InstrumentTypes]
--- [MarketData].[MarketDataSets]
--- [Organization].[BookHierarchy]
--- [Organization].[Legal Entities]
--- [Organization].[LegalEntityHierarchy]
--- [PnL].[Buckets]
--- [PnL].[IsFullRevals]
--- [PnL].[PL Drivers]
--- [PnL].[Types]
--- [Quantiles].[Quantiles]
--- [Risk].[CalculationIds]
--- [Risk].[Currencies]
--- [Risk].[CurveTypes]
--- [Risk].[Ladder Availability]
--- [Risk].[Ladder Shifts]
--- [Risk].[Liquidity Horizons]
--- [Risk].[Maturities]
--- [Risk].[Moneyness]
--- [Risk].[Percentile]
--- [Risk].[Qualifiers]
--- [Risk].[Risk Classes]
--- [Risk].[Risk Factors Secondary]
--- [Risk].[Risk Factors]
--- [Risk].[RiskFactorCurrencies]
--- [Risk].[RiskFactorTypes]
--- [Risk].[Scenario Sets]
--- [Risk].[Scenarios]
--- [Risk].[Tenors]
--- [Rounding].[RoundingMethods]
--- [Sensitivities].[Sensitivity]
--- [Sign-off Adjustment].[Source]
--- [TradeAttributes].[MaturityDates]
--- [TradeAttributes].[NotionalCurrencies]
--- [TradeAttributes].[Sales]
--- [TradeAttributes].[TradeDates]
--- [TradeAttributes].[Traders]
--- [TradeAttributes].[VaR inclusion type]
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Measures
Datastores
Calculations Guide
Input file formats
[Risk].[RiskFactorTypes]
Description
Type of underlying risk factor. For example, 'implied rate', 'repo margin', 'currency pair', 'skew parameter', 'correlation parameter', 'recovery rate'
Dimension
Risk
Hierarchy
RiskFactorTypes
Levels
[ALL, RiskFactorType]