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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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IMARISK_FACTORS Table Fields

Column NameTypeNot NullCube FieldDescription
RISK_FACTORSTRINGYRiskFactorThe risk factor – the values must be the same as in the ‘RiskFactor’ field of the Expected Shortfall PL file.
RISK_CLASSSTRINGYRiskClassThe risk class, which will be one of the following: GIRR, CSR, Equity, Commodity, FX, allinFor non-modellable, non-idiosyncratic trades, this value should be blank.
NMRFSTRINGYModel.NMRFNMRF stands for ‘Non-Modellable Risk Factor’ – it is a flag set to ‘N’ for modellable risk factors and ‘Y’ for non-modellable risk factors.
IDIOSYNCRATICSTRINGYIdiosyncraticAn optional field, indicating whether or not the Non Modellable Risk Factor is Idiosyncratic.
CCYSTRINGYCurrencyCurrency of the Risk Factor.
AS_OF_DATEDATEYSee field in referencing store (IMATrades)Timestamp (at close of business) for the data.

IMARISK_FACTORS Unique Key

Columns
DATA_SET
RISK_CLASS
LIQUIDITY_HORIZON
BASE_CCY
COUNTER_CCY
AS_OF_DATE

Incoming Joins

Source TableSource ColumnsTarget Columns
IMATRADESRISK_FACTOR
RISK_CLASS
AS_OF_DATE
RISK_FACTOR
RISK_CLASS
AS_OF_DATE