Risk Types
Download sample file: risk-types.tsv
Declaration of risk types, mapping to risk class and sensitivity types, and domains
Documentation Index
Fetch the complete documentation index at: /llms.txt
Use this file to discover all available pages before exploring further.
| Field | Key | Nullable | Type | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Risk value date | 2019-12-01 |
| RiskType | Y | N | String | Must list all SIMM risk types for the SIMM domain. Can include other risk types for the non-SIMM domains (custom domains) | Risk_IRCurve |
| RiskClass | N | N | String | Risk class for a risk type. Expected values for the SIMM risk types: commodity; credit non-qualifying; credit qualifying; equity; foreign exchange; interest rate | interest rate |
| SensitivityType | N | N | String | Type of sensitivity for a risk type. Expected values for the SIMM risk types: delta, vega. | delta |
| DefaultDomain | N | N | String | Domain for which a risk type belongs to. Must be ‘SIMM’ for SIMM risk types | SIMM |
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