> ## Documentation Index > Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt > Use this file to discover all available pages before exploring further. # Risk > The Risk dimension in FRTBCombinedCube, covering risk factor classification hierarchies for all risk classes, including liquidity horizons, maturities, vertices, risk factor types, modellability indicators, and scenario date selectors The **Risk** dimension contains the following hierarchies: Delivery location of a commodity risk factor. The exchange where the crypto asset is traded Long/short direction of positions for the purpose of Crypto 2b requirement calculation. Risk factor's currency. List of data set names used for PL simulation. List of scenario labels associated with DRC simulations. This hierarchy is used for non-exotic trades, allowing for a trade to belong to multiple RRAO Other Instrument Types. See [EBA Reporting Templates](../../../dev/dev-getting-started/optional/eba-reporting-templates) for more information. The reporting/base currency for which the sensitivity was calculated. The counter currency for GIRR cross-currency basis curves. Indicates if the exposure comes from an idyosyncrtic risk factor. Indicates which liquidity horizon is associated with risk factor/PL vectors. Risk Factor's underlying maturities for GIRR Vega. Indicates whether the risk comes from a non-modellable risk factor. The SBM risk-factor tenor provided in the input, before interpolation to the prescribed tenors. For GIRR Vega risk-factors, the residual maturity of the underlying as provided in the input, prior to interpolation to the prescribed tenors. The cube leaf level (along with the RiskFactor and AsOfDate) to use when interpolating shocked PV ladders. Defaults to being filled with TradeId. Displays whether a trade/position has an exotic underlying (first level of the hierarchy), and the type of exotic risk (second level of the hierarchy). Risk class defined by the regulation. Risk Factor Set identifiers (Full or Reduced). Type of risk factor. For example, repo or spot for equities, curve type for rates, etc. Risk factor identifiers. High-level measure type, such as delta/vega. Reported asset class for the position. Groups trades for overriding their RRAO attributes. Reported reason why the position is exempt from RRAO. List of scenario labels associated with simulations. The category used to scale the SBM sensitivities. Start date of Stress Window being considered. Regulatory vertices as defined by the methodology.