RISK_FACTOR_DESCRIPTION_OVERRIDES

The RISK_FACTOR_DESCRIPTION_OVERRIDES table contains the Override definitions for the Risk Factor Descriptions.

Column Name	Type	Not Null
AS_OF_DATE	DATE	Y
RISK_FACTOR	STRING	Y
RISK_CLASS	STRING	Y
RISK_MEASURE	STRING	Y
PARAMETER_SET	STRING	Y
RISK_FACTOR_TYPE	STRING
COMMODITY_LOCATION	STRING
SENIORITY	STRING
MATURITY	STRING
ZERO_RISK_WEIGHT	STRING

Unique Key

Columns
AS_OF_DATE
RISK_FACTOR
RISK_CLASS
RISK_MEASURE
PARAMETER_SET

Override Base Table

The base table for these overrides is the Risk Factor Description table. To define Overrides you must add facts to the base table. For details on why this is required, see Overrides With DirectQuery.

Inject Base Table

For each override, you must generate multiple entries in the Risk Factor Description table with the following structure.

Override Table
PARAMETER_SET
RISK_FACTOR_TYPE
COMMODITY_LOCATION
SENIORITY
MATURITY
ZERO_RISK_WEIGHT

These fields form an intermediate table containing the Override’s base store fields and will be merged back into the Override base table: Risk Factor Description.

Map Override Fields to Base Table Fields

Once you create your tuples for each override field, you can then map the tuples back to the base store using the following relationship:

Override Table	Risk Factor Description Field	Note
OVERRIDE KEY FIELD	RISK_FACTOR
OVERRIDE DATE FIELD	AS_OF_DATE
PARAMETER_SET		No mapping exists
RISK_FACTOR_TYPE	RISK_FACTOR_TYPE
COMMODITY_LOCATION	COMMODITY_LOCATION
SENIORITY	SENIORITY
MATURITY	MATURITY
ZERO_RISK_WEIGHT	ZERO_RISK_WEIGHT
	RISK_CLASS	No mapping exists
	RISK_MEASURE	No mapping exists
	UNDERLYING	No mapping exists
	UNDERLYING_FXRISK_CCY	No mapping exists
	UNDERLYING_MATURITY	No mapping exists

​Unique Key

​Override Base Table

​Inject Base Table

​Map Override Fields to Base Table Fields

Unique Key

Override Base Table

Inject Base Table

Map Override Fields to Base Table Fields