> ## 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.

# RiskFactorDescription

The RiskFactorDescription store contains the description of risk-factor, independent of the underlying.

It is indexed by **Risk Factor**, **RiskClass**, **Risk Measure**, **Underlying**, and **AsOfDate**
and referenced from the [SaSensitivities](./sa-sensitivities) store by these four fields.

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

<Note>
  For information on Risk Factor construction, see [Vectorization](../../dev/dev-ref-impl/dev-etl/etl-sa/index#vectorization).
</Note>

| Store Field         | Key | CanBeNull | Type                   | Cube Field                                                             | Description                                                                                                                                                  |
| ------------------- | --- | --------- | ---------------------- | ---------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------ |
| Risk Factor         | Y   |           | String                 | See field in referencing store ([SaSensitivities](./sa-sensitivities)) | The name of the risk factor                                                                                                                                  |
| RiskClass           | Y   |           | String                 | See field in referencing store ([SaSensitivities](./sa-sensitivities)) | The risk-class ("GIRR", "CSR non-Sec", "CSR Sec non-CTP", "CSR Sec CTP", "Equity", "Commodity", "FX", "Crypto 2a", "DRC non-Sec", "DRC Sec non-CTP", "RRAO") |
| Risk Measure        | Y   |           | String                 | See field in referencing store ([SaSensitivities](./sa-sensitivities)) | The risk-measure ("Delta", "Vega", "Curvature", "DRC", "RRAO")                                                                                               |
| Underlying          | Y   |           | String                 | [Underlying](../../cube/underlying)                                    | The primary component of the risk factor. See [datastore references](#store-references) below.                                                               |
| Risk Factor Type    |     | Y         | 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"                                                              |
| CommodityLocation   |     | Y         | String                 | [Commodity Location](../../cube/commodity-location)                    | Commodity only.<br />Commodity delivery location                                                                                                             |
| UnderlyingFXRiskCcy |     | Y         | 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 (matches values in the seniority description file).                                                                                |
| Maturity            |     | Y         | Object                 | [DRC Maturity](../../cube/drc-maturity)                                | The maturity of the trade (e.g. "1D", "2W", "12M", "1Y", or date "YYYY-MM-DD").                                                                              |
| UnderlyingMaturity  |     | Y         | Object                 | \[Risk].\[UnderlyingMaturity] Hidden hierarchy used for interpolation  |                                                                                                                                                              |
| Zero Risk Weight    |     |           | Y/N                    | [DRC Zero Risk Weight](../../cube/drc-zero-risk-weight)                | **Since 3.1.1** Flag indicating if the exposure qualifies for a zero risk-weight (default = N)                                                               |
| AsOfDate            | Y   |           | LOCALDATE\[yyyy-mm-dd] | See field in referencing store ([SaSensitivities](./sa-sensitivities)) | Timestamp (at close of business) for the data.                                                                                                               |

**References:**<span id="store-references" />

| Risk Class                                                                        | Fields Used in Reference                        | Underlying Store                           |
| --------------------------------------------------------------------------------- | ----------------------------------------------- | ------------------------------------------ |
| GIRR, CSR non-Sec, CSR Sec non-CTP, CSR Sec CTP, Equity, Commodity, FX, Crypto 2a | **Underlying**, **RiskClass**, and **AsOfDate** | [UnderlyingDescription](./underlying-desc) |
| DRC non-Sec                                                                       | **Underlying**, **RiskClass**, and **AsOfDate** | [Obligor](./obligor)                       |
| DRC Sec non-CTP                                                                   | **Underlying**, **RiskClass**, and **AsOfDate** | [Tranche](./tranche)                       |
| RRAO                                                                              | **Underlying**, **RiskClass**, and **AsOfDate** | [RRAO](./rrao)                             |