SCENARIOS - Atoti Hub

The SCENARIOS table contains the VaR and ES scenario descriptions.

Column Name	Type	Not Null	Cube Field	Default Value¹	Description
AS_OF_DATE	DATE	Y			Indicates the date of the file.
SCENARIO_SET	STRING	Y	Scenarios	N/A	The name of the scenario for that Index. For historical scenarios, this could be the date. For stress simulations, it could be the name of the particular event.
INDEX	INT	Y		0	The pointer to the Scenario’s position in the PnL[] vector. Values range from 0 to the total number of scenarios in the given scenario set. Note: The index must start at 0 for each ScenarioSet.
SCENARIO	STRING	Y	Scenario Sets	N/A	Non-technical name for the scenario.
LIQUIDITY_HORIZON	INT	Y	Liquidity Horizons	1	The Liquidity Horizon in days. This field is optional.

Unique Key

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. ↩