Documentation Index
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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 |
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 |
