> ## 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_CATALOGUE

The RISK\_FACTORS\_CATALOGUE table contains enrichment data for risk factors.

<table><thead><tr><th>Column Name</th><th>Type</th><th>Not Null</th><th>Cube Field</th><th>Default Value<sup id="fnref:1"><a class="footnote-ref" href="#fn:1" role="doc-noteref">1</a></sup></th><th>Description</th></tr></thead><tbody><tr><td>AS\_OF\_DATE</td><td>DATE</td><td>Y</td><td /><td /><td>Timestamp (at close of business) for the data.</td></tr><tr><td>RISK\_FACTOR\_ID</td><td>STRING</td><td>Y</td><td><a href="../cube/dimensions/risk">Risk Factors</a></td><td>N/A</td><td>Internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier.</td></tr><tr><td>RISK\_CLASS</td><td>STRING</td><td>Y</td><td><a href="../cube/dimensions/risk">Risk Classes</a></td><td>N/A</td><td>Risk factor’s asset class: “Interest rate”, “Credit spread”, “Foreign exchange”, “Equity”, “Commodity”, “Hybrid”.</td></tr><tr><td>QUALIFIER</td><td>STRING</td><td>Y</td><td><a href="../cube/dimensions/risk">Qualifiers</a></td><td>N/A</td><td>Identifier of a risk factor’s set.</td></tr><tr><td>RISK\_FACTOR\_TYPE</td><td>STRING</td><td>Y</td><td><a href="../cube/dimensions/risk">RiskFactorTypes</a></td><td>N/A</td><td>Type of underlying risk factor.</td></tr><tr><td>RISK\_FACTOR\_CCY</td><td>STRING</td><td>Y</td><td><a href="../cube/dimensions/risk">RiskFactorCurrencies</a></td><td>N/A</td><td>Three-letter ISO currency code that represents the currency of the risk factor.</td></tr><tr><td>CURVE\_TYPE</td><td>STRING</td><td>Y</td><td><a href="../cube/dimensions/risk">CurveTypes</a></td><td>N/A</td><td>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”.</td></tr></tbody></table>

## Unique Key

<table><thead><tr><th>Columns</th></tr></thead><tbody><tr><td>AS\_OF\_DATE</td></tr><tr><td>RISK\_FACTOR\_ID</td></tr></tbody></table>

## Incoming Joins

<table><thead><tr><th>Source Table</th><th>Source Columns</th><th>Target Columns</th></tr></thead><tbody><tr><td><a href="./tradepnls">TRADEPNLS</a></td><td>AS\_OF\_DATE<br />RISK\_FACTOR</td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</td></tr><tr><td><a href="./pnl">PNL</a></td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</td></tr><tr><td><a href="./trade_sensitivities">TRADE\_SENSITIVITIES</a></td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</td></tr></tbody></table>

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1. 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.
    [↩︎](#fnref:1)