| Data Model Field | File Column | Datastore Column | Notes |
|---|---|---|---|
| Risk Class | Risk Class | RiskClass | “CSR Sec CTP” |
| in [MAR21.92] | Vega LH | Liquidity Horizon | “120” |
Vega liquidity horizons
The file Vega_Liquidity_Horizons*.csv is loaded into the
VegaRiskWeights store.