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Getting started
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- Market Risk Data Model
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What-If Analysis
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Global Database Definition
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PnL Database Definition
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-
Sensitivities Database Definition
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-- SENSI_LADDERS
test ../ test database/sensi_ladders_vector.html
-- SENSI_LADDERS_VECTOR
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-- TRADE_SENSITIVITIES
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-- TRADE_SENSITIVITIES_VECTOR
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VaR-ES Database Definition
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Getting Started
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The Market Risk Application
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Market Risk Libraries
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Extending Atoti Market Risk
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Sign-Off
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DirectQuery
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PDF Guides
SENSI_LADDERS
The SENSI_LADDERS table contains the definition of sensitivity ladder shifts.
The ladder shift vectors are present in the SENSI_LADDERS_VECTOR table.
Column Name
Type
Not Null
Cube Field
Default Value
Description
AS_OF_DATE
DATE
Y
Timestamp (at close of business) for the data.
RISK_CLASS
STRING
Y
N/A
The risk class for which the ladder scale is defined.
SHIFT_TYPE
STRING
Y
R
The type of the scale (‘A’ for absolute, ‘R’ for relative).
Unique Key
Columns
AS_OF_DATE
RISK_CLASS
Incoming Joins
Source Table
Source Columns
Target Columns
SENSI_LADDERS_VECTOR
AS_OF_DATE RISK_CLASS
AS_OF_DATE RISK_CLASS