| Description | Indicates which liquidity horizon is associated with risk factor/PL vectors. |
| Dimension | Risk |
| Hierarchy | Liquidity Horizons |
| Levels | [ALL, Liquidity Horizon] |
| Description | Indicates which liquidity horizon is associated with risk factor/PL vectors. |
| Dimension | Risk |
| Hierarchy | Liquidity Horizons |
| Levels | [ALL, Liquidity Horizon] |