> ## 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 factors

Download sample file: [IMARiskFactors.csv](../assets/csv/IMARiskFactors.csv)

This file describes the IMA risk-factors.

This Risk Factors file type is identified using the pattern: **\*\*/IMARiskFactors\*.csv** (as specified by ima.risk-factors.file-pattern). A sample file is `IMARiskFactors`. This file is loaded using the **IMARiskFactors** topic. See the [Topic Aliases table](../dev/dev-ref-impl/dev-dlc/dlc-frtb-config#topic-aliases) for an understanding of the topic aliases associated with each topic.

|               |         |          |                   |                                                                                                                                                                                                        |             |
| ------------- | ------- | -------- | ----------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | ----------- |
| **Field**     | **Key** | **Null** | **FieldType**     | **Description**                                                                                                                                                                                        | **Example** |
| RiskFactor    | Y       | Y        | String            | The risk factor – the values must be the same as in the ‘RiskFactor’ field of the Expected Shortfall PL file. It is optional for modellable risk-factors and required for non-modellable risk-factors. |             |
| RiskClass     | Y       | N        | String            | The risk class, which will be one of the following:GIRR,, CSR,, Equity,, Commodity,, FX,, allinNote: For non-modellable, non-idiosyncratic trades, this value should be blank.                         |             |
| NMRF          | N       | Y        | ‘Y’ or ‘N’        | NMRF stands for ‘Non-Modellable Risk Factor’ – it is a flag set to ‘N’ for modellable risk factors and ‘Y’ for non-modellable risk factors.                                                            |             |
| Idiosyncratic | N       | Y        | ‘Y’ or ‘N’        | Indicates whether or not the Non Modellable Risk Factor is Idiosyncratic                                                                                                                               |             |
| (unused)      | N       | Y        |                   | Field is ignored.                                                                                                                                                                                      |             |
| AsOfDate      | Y       | N        | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data.                                                                                                                                                         |             |

### IMARiskFactorsHistorical Topic

The IMARiskFactorsHistorical topic has the same file format as IMARiskFactors.csv. The difference is the file location.

* When loading the IMARiskFactors topic, the as-of date is provided in the scope and the file will be loaded from the corresponding directory.
* When loading the IMARiskFactorsHistorical topic, no as-of date is provided in the scope and all IMARiskFactors.csv files from the historical directory are loaded.

Modellable risk-factors do not need to be listed in this file.  However, non-modellable risk-factors need to have the NMRF flag set.