> ## 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

### Regulatory Risk Factors

|                 |                                                                            |
| --------------- | -------------------------------------------------------------------------- |
| **Description** | Risk factors used as the aggregation level for weighted sensitivities/CVR. |
| **Dimension**   | Risk                                                                       |
| **Hierarchy**   | Regulatory Risk Factors                                                    |
| **Levels**      | \[ALL, RegulatoryRiskFactor]                                               |

Section C1 specifies a certain definition of risk factors (subscript *~~k~~* in the methodology). This hierarchy, together with the Label1, allow displaying the right aggregation level. Please see examples in the bookmarks folder "ActiveViam SIMM" > "Margin Calculations".

### Risk Classes

|                 |                                                                                                                                                                                                        |
| --------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
| **Description** | Risk class for a risk type. Expected values for the SIMM risk types:<br />- commodity<br />- credit non-qualifying<br />- credit qualifying<br />- equity<br />- foreign exchange<br />- interest rate |
| **Dimension**   | Risk                                                                                                                                                                                                   |
| **Hierarchy**   | Risk Classes                                                                                                                                                                                           |
| **Levels**      | \[ALL, RiskClass]                                                                                                                                                                                      |

### Sensitivity Types

|                 |                                                                                            |
| --------------- | ------------------------------------------------------------------------------------------ |
| **Description** | Type of sensitivity for a risk type. Expected values for the SIMM risk types: delta, vega. |
| **Dimension**   | Risk                                                                                       |
| **Hierarchy**   | Sensitivity Types                                                                          |
| **Levels**      | \[ALL, SensitivityType]                                                                    |