Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test dashboards.html
Dashboards
test ../ test calculations.html
Calculations Guide
test ../ test cube.html
Cube Reference
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test properties.html
Properties
test ../ test what-if.html
What-If Analysis
test ../ test database.html
Database
test ../ test database/global.html
-
Global Database Definition
test ../ test database/book_hierarchy.html
-- BOOK_HIERARCHY
test ../ test database/book_parent_child.html
-- BOOK_PARENT_CHILD
test ../ test database/counterparties.html
-- COUNTERPARTIES
test ../ test database/counterparty_hierarchy.html
-- COUNTERPARTY_HIERARCHY
test ../ test database/counterparty_parent_child.html
-- COUNTERPARTY_PARENT_CHILD
test ../ test database/countries.html
-- COUNTRIES
test ../ test database/cube_market_data.html
-- CUBE_MARKET_DATA
test ../ test database/curve_market_data.html
-- CURVE_MARKET_DATA
test ../ test database/fx_rate_market_data.html
-- FX_RATE_MARKET_DATA
test ../ test database/legal_entity_hierarchy.html
-- LEGAL_ENTITY_HIERARCHY
test ../ test database/legal_entity_parent_child.html
-- LEGAL_ENTITY_PARENT_CHILD
test ../ test database/market_data_sets.html
-- MARKET_DATA_SETS
test ../ test database/market_shifts.html
-- MARKET_SHIFTS
test ../ test database/market_shifts_vector.html
-- MARKET_SHIFTS_VECTOR
test ../ test database/quantiles.html
-- QUANTILES
test ../ test database/risk_factors_catalogue.html
-- RISK_FACTORS_CATALOGUE
test ../ test database/rounding_methods.html
-- ROUNDING_METHODS
test ../ test database/scenarios.html
-- SCENARIOS
test ../ test database/sign_off_digest_store.html
-- SIGN_OFF_DIGEST_STORE
test ../ test database/spot_market_data.html
-- SPOT_MARKET_DATA
test ../ test database/surface_market_data.html
-- SURFACE_MARKET_DATA
test ../ test database/trade_attributes.html
-- TRADE_ATTRIBUTES
test ../ test database/pnl-database.html
-
PnL Database Definition
test ../ test database/sensitivities.html
-
Sensitivities Database Definition
test ../ test database/vares.html
-
VaR-ES Database Definition
test ../ test sign-off.html
Sign-Off Approvals
test ../ test limits.html
Limit monitoring
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
test ../ test dev/dev-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../ test dev/dev-extensions.html
-
Extending Atoti Market Risk
test ../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test pdf-guides.html
PDF Guides
SCENARIOS
The SCENARIOS table contains the VaR and ES scenario descriptions.
Column Name
Type
Not Null
Cube Field
Default Value
Description
AS_OF_DATE
DATE
Y
Indicates the date of the file.
INDEX
INT
Y
0
The pointer to the Scenario’s position in the PnL[] vector. Values range from 0 to the total number of scenarios in the given scenario set. Note: The index must start at 0 for each ScenarioSet.
SCENARIO
STRING
Y
Scenario Sets N/A
Non technical name for rounding method.
SCENARIO_SET
STRING
Y
Scenarios N/A
The name of the scenario for that Index. For historical scenarios, this could be the date. For stress simulations, it could be the name of the particular event.
Unique Key
Columns
AS_OF_DATE
INDEX
SCENARIO
SCENARIO_SET