> ## 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_FACTOR_DESCRIPTION

The RISK\_FACTOR\_DESCRIPTION table contains the description of risk-factor, independent of the underlying.

The fields used in this table and the purpose depend on the risk-class and risk-measure.
See the [Implementation and Interpretation Guide](../interpret-impl/index) for details on each risk-class.

| Column Name             | Type   | Not Null | Cube Field                                                           | Description                                                                                                                                     |
| ----------------------- | ------ | -------- | -------------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------- |
| AS\_OF\_DATE            | DATE   | Y        | See field in joined table ([SASENSITIVITIES](./sasensitivities))     | Timestamp (at close of business) for the data.                                                                                                  |
| RISK\_FACTOR            | STRING | Y        | See field in joined table ([SASENSITIVITIES](./sasensitivities))     | The name of the risk factor.                                                                                                                    |
| RISK\_CLASS             | STRING | Y        | See field in joined table ([SASENSITIVITIES](./sasensitivities))     | The risk-class ("GIRR", "CSR non-Sec", "CSR Sec non-CTP", "CSR Sec CTP", "Equity", "Commodity", "FX", "DRC non-Sec", "DRC Sec non-CTP", "RRAO") |
| RISK\_MEASURE           | STRING | Y        | See field in joined table ([SASENSITIVITIES](./sasensitivities))     | The risk-measure ("Delta", "Vega", "Curvature", "DRC", "RRAO")                                                                                  |
| UNDERLYING              | STRING | Y        | [Underlying](../cube/underlying)                                     | The primary component of the risk factor. See datastore references below.                                                                       |
| RISK\_FACTOR\_TYPE      | STRING |          | [Risk Factor Types](../cube/risk-factor-types)                       | The type of the risk-factor<br />CSR Delta: "Bond" or "CDS"<br />Equity Delta: "Spot" or "Repo"                                                 |
| COMMODITY\_LOCATION     | STRING |          | [Commodity Location](../cube/commodity-location)                     | Commodity only.<br />Commodity delivery location                                                                                                |
| UNDERLYING\_FXRISK\_CCY | STRING |          | [FX Counter Currency](../cube/fx-counter-currency)                   | FX only.<br />The counter currency of the risk-factor currency pair.                                                                            |
| SENIORITY               | STRING |          | [DRC Seniority](../cube/drc-seniority)                               | Seniority of the exposure                                                                                                                       |
| MATURITY                | STRING |          | [Original Maturity](../cube/original-maturity)                       | The tenor or maturity (e.g. "1D", "2W", "12M", "1Y", or date "YYYY-MM-DD").                                                                     |
| UNDERLYING\_MATURITY    | STRING |          | [Original Underlying Maturity](../cube/original-underlying-maturity) | GIRR Vega only.<br />Underlying residual maturity.                                                                                              |
| ZERO\_RISK\_WEIGHT      | STRING |          | [DRC Zero Risk Weight](../cube/drc-zero-risk-weight)                 | Flag, 'Y' or 'N', indicating if the exposure qualifies for a zero risk-weight (default = N).                                                    |

## Unique Key

| Columns       |
| ------------- |
| AS\_OF\_DATE  |
| RISK\_FACTOR  |
| RISK\_CLASS   |
| RISK\_MEASURE |

## Incoming Joins

| Source Table                         | Source Columns                                                     | Target Columns                                                     |
| ------------------------------------ | ------------------------------------------------------------------ | ------------------------------------------------------------------ |
| [SASENSITIVITIES](./sasensitivities) | RISK\_FACTOR<br />RISK\_CLASS<br />RISK\_MEASURE<br />AS\_OF\_DATE | RISK\_FACTOR<br />RISK\_CLASS<br />RISK\_MEASURE<br />AS\_OF\_DATE |

## Outgoing Joins

| Target Table                                        | Source Columns                                | Target Columns                                  | Risk Class                                                                                     |
| --------------------------------------------------- | --------------------------------------------- | ----------------------------------------------- | ---------------------------------------------------------------------------------------------- |
| [UNDERLYING\_DESCRIPTION](./underlying_description) | AS\_OF\_DATE<br />UNDERLYING<br />RISK\_CLASS | AS\_OF\_DATE<br />UNDERLYING<br />RISK\_CLASS   | “GIRR”, “CSR non-Sec”,<br />“CSR Sec non-CTP”, “CSR Sec CTP”,<br />“Equity”, “Commodity”, “FX” |
| [OBLIGOR](./obligor)                                | AS\_OF\_DATE<br />UNDERLYING<br />RISK\_CLASS | AS\_OF\_DATE<br />OBLIGOR<br />RISK\_CLASS      | “DRC non-Sec”                                                                                  |
| [TRANCHE](./tranche)                                | AS\_OF\_DATE<br />UNDERLYING<br />RISK\_CLASS | AS\_OF\_DATE<br />TRANCHE<br />RISK\_CLASS      | “DRC Sec non-CTP”                                                                              |
| [SECURITY](./security)                              | AS\_OF\_DATE<br />UNDERLYING<br />RISK\_CLASS | AS\_OF\_DATE<br />SECURITY<br />RISK\_CLASS     | “DRC Sec CTP”                                                                                  |
| [RRAO](./rrao)                                      | AS\_OF\_DATE<br />UNDERLYING<br />RISK\_CLASS | AS\_OF\_DATE<br />RRAOCATEGORY<br />RISK\_CLASS | “RRAO”                                                                                         |