> ## 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.

# IMARISK_FACTORS

## IMARISK\_FACTORS Table Fields

| Column Name   | Type   | Not Null | Cube Field                                                                                   | Description                                                                                                                                                          |
| ------------- | ------ | -------- | -------------------------------------------------------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| RISK\_FACTOR  | STRING | Y        | [RiskFactor](../cube/risk-factors)                                                           | The risk factor – the values must be the same as in the ‘RiskFactor’ field of the [Expected Shortfall PL file](../input-files/expected-shortfall-pl-trade).          |
| RISK\_CLASS   | STRING | Y        | [RiskClass](../cube/risk-classes)                                                            | The 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. |
| NMRF          | STRING | Y        | [Model.NMRF](../cube/model)                                                                  | NMRF stands for ‘Non-Modellable Risk Factor’ – it is a flag set to ‘N’ for modellable risk factors and ‘Y’ for non-modellable risk factors.                          |
| IDIOSYNCRATIC | STRING | Y        | [Idiosyncratic](../cube/idiosyncratic)                                                       | An optional field, indicating whether or not the Non Modellable Risk Factor is Idiosyncratic.                                                                        |
| CCY           | STRING | Y        | [Currency](../cube/currencies)                                                               | Currency of the Risk Factor.                                                                                                                                         |
| AS\_OF\_DATE  | DATE   | Y        | See field in referencing store ([IMATrades](../datastore/internalmodelsapproach/ima-trades)) | 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 Table             | Source Columns                                  | Target Columns                                  |
| ------------------------ | ----------------------------------------------- | ----------------------------------------------- |
| [IMATRADES](./imatrades) | RISK\_FACTOR<br />RISK\_CLASS<br />AS\_OF\_DATE | RISK\_FACTOR<br />RISK\_CLASS<br />AS\_OF\_DATE |