The RISK_FACTORS_CATALOGUE table contains enrichment data for risk factors.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.
| Column Name | Type | Not Null | Cube Field | Default Value1 | Description |
|---|---|---|---|---|---|
| AS_OF_DATE | DATE | Y | Timestamp (at close of business) for the data. | ||
| RISK_FACTOR_ID | STRING | Y | Risk Factors | N/A | Internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier. |
| RISK_CLASS | STRING | Y | Risk Classes | N/A | Risk factor’s asset class: “Interest rate”, “Credit spread”, “Foreign exchange”, “Equity”, “Commodity”, “Hybrid”. |
| QUALIFIER | STRING | Y | Qualifiers | N/A | Identifier of a risk factor’s set. |
| RISK_FACTOR_TYPE | STRING | Y | RiskFactorTypes | N/A | Type of underlying risk factor. |
| RISK_FACTOR_CCY | STRING | Y | RiskFactorCurrencies | N/A | Three-letter ISO currency code that represents the currency of the risk factor. |
| CURVE_TYPE | STRING | Y | CurveTypes | N/A | Only populated if the risk class is a rates curve, otherwise left blank. Specifies the type of the curve. For example, “Interest rate”, “Tenor basis” or “Inflation”. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| RISK_FACTOR_ID |
Incoming Joins
| Source Table | Source Columns | Target Columns |
|---|---|---|
| TRADEPNLS | AS_OF_DATE RISK_FACTOR | AS_OF_DATE RISK_FACTOR_ID |
| PNL | AS_OF_DATE RISK_FACTOR_ID | AS_OF_DATE RISK_FACTOR_ID |
| TRADE_SENSITIVITIES | AS_OF_DATE RISK_FACTOR_ID | AS_OF_DATE RISK_FACTOR_ID |
- If the default value is marked as empty, it means that the default value is ‘null’ for nullable fields, and that a value needs to be explicitly set for non-nullable fields. ↩︎