> ## 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 factor

The **Risk Factor** is used (along with the trade ID and as-of date) to identify the **[JTD Exposures](./jtd-exposure)**.

However, this field is not used directly in the calculations, instead the **Tranche** and **Maturity** fields are used.
This means that multiple **Risk Factor Names** may be used for the same risk-factor.

| Field                | Key | Description                                         |
| -------------------- | --- | --------------------------------------------------- |
| As-of Date           | Y   | Timestamp (at close of business) for the data (T-1) |
| Risk Factor Name     | Y   | A name for the risk-factor                          |
| Risk Class           | Y   | “DRC Sec non-CTP”                                   |
| Risk Measure         | Y   | “DRC”                                               |
| Tranche (Underlying) |     | Name of the tranche                                 |
| Maturity             |     | Maturity of the trade                               |