RSK_FRM_ANL_TBL(SQL Table) |
Index Back |
|---|---|
Repository for firm-wide analyThis table contains the results of ERM firm-wide analysis |
| # | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
|---|---|---|---|---|
| 1 |  BUSINESS_UNIT |
Character(5) | VARCHAR2(5) NOT NULL |
Business Unit
Prompt Table: SP_BU_GL_NONVW |
| 2 | MTM_FN_USAGE |
Character(2) | VARCHAR2(2) NOT NULL |
This field specifies the specific analytic operation/function to be performed on that instrument type
00=MTM 01=Firm-wide Analysis 02=Convexity 03=Duration 04=MTM-A 05=File Export 06=Delta 07=Risk Measures 08=Sensitivity Analysis 09=Market Risk 10=Credit Risk 11=Operational Risk 12=Strategic Risk 13=Other Default Value: 01 |
| 3 | RSK_ANL_TYPE |
Character(15) | VARCHAR2(15) NOT NULL | Firm-wide analysis type |
| 4 | EFFDT |
Date(10) | DATE | Effective Date |
| 5 | SEQNUM |
Number(3,0) | SMALLINT NOT NULL | Sequence Number |
| 6 | CURRENCY_CD | Character(3) | VARCHAR2(3) NOT NULL | Currency Code |
| 7 | RSK_ANL_VAL | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The calculated amount of the analysis done at the firm wide level. |
| 8 | RSK_VAR | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The calculated Value at Risk amount for a financial instrument. |
| 9 | RSK_PNL_VAL | Signed Number(28,6) | DECIMAL(26,6) NOT NULL | firm PnL value |
| 10 | RSK_PNL_VOL | Signed Number(28,6) | DECIMAL(26,6) NOT NULL | The calculated volatility of a firm's PnL |
| 11 | RSK_SHARPE_RATIO | Signed Number(22,12) | DECIMAL(20,12) NOT NULL | fIELD THAT HOLDS THE SHARPE RATIO VALUE |
| 12 | RSK_RISK_RATIO | Signed Number(23,15) | DECIMAL(21,15) NOT NULL | RISK RATIO VALUE |
| 13 | RSK_EFFICIENCY_RTO | Signed Number(23,15) | DECIMAL(21,15) NOT NULL | EFFICIENCY RATIO |