> ## 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 Catalog

Download sample file: [RiskFactorsCatalog.csv](../assets/csv/RiskFactorsCatalog.csv)

This Risk Factors Catalog file type is identified using the pattern: **\*\*RiskFactorCatalog\*.csv** (as specified by `mr.common.file-patterns.risk-factor-catalog`).
This file is loaded using the **RiskFactorsCatalogue** topic. See the [Topic Aliases table](../dev/dev-mr-application/dev-dlc/dlc-mr-config#topic-aliases) for an understanding of the topic aliases associated with each topic.

For information on the glob patterns used and how to customize them, see note on [File name patterns](.#file-name-patterns)

<table><tr><th>Field</th><th>Key</th><th>Null</th><th>FieldType</th><th>Description</th><th>Example</th></tr><tr><td>AsOfDate</td><td>Y</td><td>N</td><td>String with format ‘YYYY-MM-DD’</td><td>Indicates the date of the file. See <a href=".">Note on AsOfDate</a>.</td><td /></tr><tr><td>RiskFactorID</td><td>Y</td><td>N</td><td>String</td><td>Internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier</td><td /></tr><tr><td>RiskClass</td><td>N</td><td>N</td><td>String</td><td>Risk factor’s asset class: “Interest rate”, “Credit spread”, “Foreign exchange”, “Equity”, “Commodity”, “Hybrid”.</td><td>Equity</td></tr><tr><td>Qualifier</td><td>N</td><td>Y</td><td>String</td><td>Identifier of a risk factor’s set.</td><td>Reference instrument identifier, curve identifier, vol surface identifier, etc.</td></tr><tr><td>RiskFactorType</td><td>N</td><td>Y</td><td>String or list of strings</td><td>Type of underlying risk factor.</td><td>“implied rate”, “repo margin”, “currency pair”, “skew parameter”, “correlation parameter”, “recovery rate”</td></tr><tr><td>RiskFactorCcy</td><td>N</td><td>Y</td><td>String</td><td>Three-letter ISO currency code that represents the currency of the risk factor</td><td>EUR</td></tr><tr><td>CurveType</td><td>N</td><td>Y</td><td>String</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><td>EUR 3 Months</td></tr></table>