RSK_GRP_TBL

(SQL Table)
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Repository for VAR

This table contains the VAR (Value at Risk) numbers for an investment.

# PeopleSoft Field Name PeopleSoft Field Type Database Column Type Description
1 OPRID Character(30) VARCHAR2(30) NOT NULL A user's ID (see PSOPRDEFN).
2 RSK_ANL_GROUP Character(15) VARCHAR2(15) NOT NULL Group ID
3 BUSINESS_UNIT Character(5) VARCHAR2(5) NOT NULL Business Unit

Prompt Table: SP_BU_GL_NONVW

4 TREASURY_PORTFOLIO Character(15) VARCHAR2(15) NOT NULL A unique key identifier for a position portfolio that may be associated with a given deal transaction.
5 RSK_VAR_INCR_PORTF Character(15) VARCHAR2(15) NOT NULL A unique key identifier for a position portfolio that may be associated with a given deal transaction.
6 RSK_VAR_TYPE Character(1) VARCHAR2(1) NOT NULL Value at Risk method used to determine the maximum loss over a target horizon within a given confidence interval of an investment.
A=Analytic
H=Historical
M=Monte Carlo
7 EFFDT Date(10) DATE Effective Date
8 SEQNUM Number(3,0) SMALLINT NOT NULL Sequence Number