> ## 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.

# Market Risk Data Model

Atoti Market Risk is delivered with a default data model for all the data required to support, VaR-ES analytics, sensitivities, and PnL Explain.
These components share the same foundations (static data, portfolio hierarchy, and so on) but each use different datastore configurations
and a separate cube.

## Atoti Market Risk components

Atoti Market Risk comprises several components, each with its own cube. The following
table lists these cubes, and provides links to their associated schemas, datastore definitions and input file formats.

<table><thead><tr><th>Component</th><th>Input file formats</th><th>Datastore definition</th><th>Cube schema</th></tr></thead><tbody><tr><td>VaR-ES Cube</td><td>\* <a href="../input-files/trade-pnl">Trade PnLs</a><br /> \* <a href="../input-files/trade-attributes">Trade Attributes</a><br /> \* <a href="../input-files/scenarios">Scenarios</a><br /> \* <a href="../input-files/market_data">Market data</a><br /> \* <a href="../input-files/reference_data">Reference data input files</a></td><td><a href="../datastore/vares">VaR-ES datastore definitions</a></td><td><a href="../cube/dimensions/booking">MR Dimensions</a></td></tr><tr><td>Sensitivities Cube</td><td>In addition to VaR-ES Cube file formats, see the following:<br /> \* <a href="../input-files/sensitivities">Sensitivities</a><br /> \* <a href="../input-files/risk-factors-catalog">RiskFactorCatalog</a></td><td><a href="../datastore/sensitivities">Sensitivities datastore definitions</a></td><td /></tr><tr><td>PnL Cube</td><td>In addition to Sensitivities file formats, see the following:<br />\* <a href="../input-files/profit_and_loss">Profit & Loss</a></td><td><a href="../datastore/pnl">PnL datastore definitions</a></td><td /></tr></tbody></table>

## Input file formats

Input data file formats using a CSV style are provided. For further
information, see [Input File Formats](../input-files)

## Datastore definitions

For further information, see [MR Datastore Configuration](../datastore)

## Predefined cubes

It is possible to have predefined cubes (for each of the Components)
with all Measures set in advance or to let users dynamically select
Measures and instantiate them on-the-fly in the cubes (ActiveMeasures).

A flexible set of attributes and dimensions (hierarchies, dimensions,
levels of the cube structure) is supplied for each of the components (cubes).

For further information, see [the Cube Reference](../cube).

## ETL (Extract, transform, and load)

As part of the data loading process, the ETL layer handles data
manipulation between the file format and the internal datastore
structure. For the various files, this can include Vectorization,
Interpolation, and Normalization.