RISK_FACTORS_CATALOGUE - Atoti Hub

The RISK_FACTORS_CATALOGUE table contains enrichment data for risk factors.

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. ↩