> ## 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.
# SASENSITIVITIES
The SASENSITIVITIES table is the base in the SA Cube star schema and holds all the sensitivities. Each row in this table represents a fact in the SA Cube.
| Column Name | Type | Not Null | Cube Field | Risk Measure | Description |
| -------------------------------- | ------ | -------- | -------------------------------------------------------------------------------------- | ----------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| AS\_OF\_DATE | DATE | Y | [\[Dates\].\[AsOfDate\]](../cube/date) | | Timestamp (at close of business) for the data. |
| TRADE\_KEY | STRING | Y | This field is for internal usage only | | Contains the `tradeID` for full data or `Book#LegalEntity` for summary data |
| UNDERLYING | STRING | Y | [\[Market Data\].\[Underlying\]](../cube/underlying) | | The primary component of the risk factor. See [datastore references](#store-references) below. |
| TRADE\_ID | STRING | Y | [\[Booking\].\[TradeId\]](../cube/trades) | | Unique Trade (or Position) ID |
| RISK\_FACTOR | STRING | Y | [\[Risk\].\[RiskFactor\]](../cube/risk-factors) | | Risk-factor identifier (unique per risk-class and risk-measure). |
| RISK\_CLASS | STRING | Y | [\[Risk\].\[RiskClass\]](../cube/risk-classes) | | "Commodity", "CSR non-Sec", "CSR Sec non-CTP", "CSR Sec CTP", "Equity", "FX", "GIRR", "DRC non-Sec", "DRC Sec non-CTP", "RRAO" |
| RISK\_MEASURE | STRING | Y | [\[Risk\].\[Measure\]](../cube/risk-measures) | | "Delta", "Vega", "Curvature", "RRAO", "DRC" |
| CCY | STRING | Y | Currency | | Currency used in the Sensitivity, Shift\_Up\_PV, Shift\_Down\_PV, PresentValue, Notional, GrossJTD, and Adjustment fields. |
| SENSITIVITY | DOUBLE | | This is a measure | Delta and Vega | The sensitivity. |
| PRESENT\_VALUE | DOUBLE | | This is a measure | Curvature and DRC | The unshifted PV for Curvature, or the bond-equivalent market value for DRC. |
| NOTIONAL | DOUBLE | | This is a measure | DRC | The bond-equivalent notional for DRC. |
| SHIFT\_UP\_PV | DOUBLE | | This is a measure | Curvature | PV resulting from parallel shocks up. |
| SHIFT\_DOWN\_PV | DOUBLE | | This is a measure | Curvature | PV resulting from parallel shocks down. |
| GROSS\_JTD | DOUBLE | | This is a measure | DRC | (optional) Gross JTD value (alternative to calculating it from the market value and notional). |
| ADJUSTMENT | DOUBLE | | This is a measure | DRC | The adjustment added to the Gross JTD (when `sa.drc.adjustment.apply=true`) |
| FXCOMPLEX\_TRADE | STRING | | | Delta | FX Only. Boolean 'Y' or 'N' to indicate if the sensitivity can be converted from one reporting currency to another. |
| FXOTHER\_CCY | STRING | | | Delta | FX Only. |
| FX\_DIVIDER\_ELIGIBILITY | STRING | | | Curvature | FX Only. Boolean 'Y' or 'N' to indicate if the CVR qualifies for dividing by 1.5. |
| OPTIONALITY | STRING | | Delta Optionality | Delta | Indicates whether the instrument has optionality (See BCBS 457 [MAR21.2](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_2)). It is set to 'Y' for instruments with optionality (and hence with Vega and Curvature risk); set to 'N' for trades without optionality (with no Vega and Curvature risk). |
| RISK\_WEIGHT | DOUBLE | | | Curvature | Optional field to allow clients to send the risk weight to apply for curvature. If the field is null, the default value (most severe Delta weight) should be applied. |
| PV\_APPLIED | STRING | | | Curvature | Boolean 'Y' or 'N' to indicate if PV has been removed from sensitivities or not. |
| PV\_LADDER | STRING | | Present Value Ladder | Curvature | The cube leaf level (along with the RiskFactor and AsOfDate) to use when interpolating shocked PV ladders. |
| INSTRUMENT\_LGD\_TYPE | STRING | | [\[Default Risk Charge\].\[DRC Instrument LGD Type\]](../cube/drc-instrument-lgd-type) | DRC | Instrument type for LGD (BCBS 457, [MAR22.12](https://www.bis.org/basel_framework/chapter/MAR/22.htm?inforce=20230101\&published=20200327#paragraph_MAR_22_20230101_22_12)) equity, junior debt, senior debt, covered bond |
| DIRECTION | STRING | | [\[Default Risk Charge\].\[DRC Direction\]](../cube/drc-direction) | DRC | 'long' or 'short'. |
| INSTRUMENT\_TYPE | STRING | | [\[DRC non-Sec Instrument Type\]](../cube/drc-non-sec-instrument-type) | DRC | Reported Instrument Type ("Derivative" or "Non-Derivative"). |
| GROSS\_JTD\_OVERRIDDEN | STRING | | | DRC | |
| TRANSLATION\_RISK\_CCY | STRING | | | Delta | FX only. Indicates the sensitivity represents translation risk; set to the reporting currency. |
| FXORIGINAL\_DIVIDER\_ELIGIBILITY | STRING | | | Delta | FX Only. Boolean 'Y' or 'N' to indicate if the CVR qualifies for dividing by 1.5. |
| ORIGINAL\_OPTIONALITY | STRING | | | Delta | Set to same value as OPTIONALITY |
## Unique Key
| Columns |
| ------------- |
| AS\_OF\_DATE |
| TRADE\_ID |
| TRADE\_KEY |
| UNDERLYING |
| RISK\_FACTOR |
| RISK\_CLASS |
| RISK\_MEASURE |
## Outgoing Joins
| Target Table | Source Columns | Target Columns |
| ------------------------------------------------------ | ------------------------------------------------------------------ | ------------------------------------------------------------------ |
| [SA\_TRADE\_DESCRIPTION](./satrade_description) | AS\_OF\_DATE
TRADE\_ID | AS\_OF\_DATE
TRADE\_ID |
| [RISK\_FACTOR\_DESCRIPTION](./risk_factor_description) | AS\_OF\_DATE
RISK\_FACTOR
RISK\_CLASS
RISK\_MEASURE | AS\_OF\_DATE
RISK\_FACTOR
RISK\_CLASS
RISK\_MEASURE |