BUSINESS_UNITTREASURY_PORTFOLIOEFFDTDefault Value: %date
SEQNUMRSK_GRP_VAR_VW(SQL View) |
Index Back |
|---|
| SELECT DISTINCT a.business_unit , a.treasury_portfolio , a.effdt , a.seqnum , a.currency_cd , a.rsk_confidence , a.rsk_var , a.rsk_horizon FROM PS_RSK_VAR_TBL a WHERE a.effdt = ( SELECT MAX(b.effdt) FROM PS_RSK_VAR_TBL b WHERE b.business_unit = a.business_unit AND b.treasury_portfolio = a.treasury_portfolio AND b.effdt<=%CurrentDateIn) AND a.seqnum = ( SELECT MAX(c.seqnum) FROM PS_RSK_VAR_TBL c WHERE c.business_unit = a.business_unit AND c.treasury_portfolio = a.treasury_portfolio AND c.effdt = a.effdt) |
| # | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
|---|---|---|---|---|
| 1 | BUSINESS_UNIT |
Character(5) | VARCHAR2(5) NOT NULL | Business Unit |
| 2 | 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. |
| 3 | EFFDT |
Date(10) | DATE |
Effective Date
Default Value: %date |
| 4 | SEQNUM |
Number(3,0) | SMALLINT NOT NULL | Sequence Number |
| 5 | CURRENCY_CD | Character(3) | VARCHAR2(3) NOT NULL | Currency Code |
| 6 | RSK_CONFIDENCE | Number(3,0) | SMALLINT NOT NULL | Confidence level in percent (0 - 100 %) used to calculate VAR of an investment. |
| 7 | RSK_VAR | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The calculated Value at Risk amount for a financial instrument. |
| 8 | RSK_HORIZON | Number(5,0) | INTEGER NOT NULL | Period of time in days used to calculate the VAR of an investment. |