RSK_MEASURE

#	PeopleSoft Field Name	PeopleSoft Field Type	Database Column Type	Description
1	BUSINESS_UNIT	Character(5)	VARCHAR2(5) NOT NULL	Business Unit
2	TREAS_HEADER_ID	Character(12)	VARCHAR2(12) NOT NULL	The unique key identifier for a given deal transaction.
3	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.
4	EFFDT	Date(10)	DATE	Effective Date
5	TRANSACTION_LINE	Number(3,0)	SMALLINT NOT NULL	The separate and distinct base instrument type components of a given deal transaction.
6	POS_SOURCE_ID	Character(18)	VARCHAR2(18) NOT NULL	"A unique key identifier that represents a position source dataset
7	MTM_CRV_NAME	Character(10)	VARCHAR2(10) NOT NULL	Curve name
8	MTM_CRV_TYPE	Character(4)	VARCHAR2(4) NOT NULL	Used to describe the type or how the base curve was modified
9	MTM_CRV_YC_TYPE	Character(4)	VARCHAR2(4) NOT NULL	Curve types duplicated from FSI B=Zero Coupon Equivalent F=Implied Foward Rates S=Spot Yields Y=Coupon Bearing Yields
10	RT_RATE_INDEX	Character(10)	VARCHAR2(10) NOT NULL	Market Rate Index
11	RT_TYPE	Character(5)	VARCHAR2(5) NOT NULL	Defines a category of market rates for currency conversion. Some examples of rate types are commercial, average, floating, and historical.
12	RSK_VALUATION	Signed Number(28,3)	DECIMAL(26,3) NOT NULL	Current Valuation retrieved from an analytic for a financial instrument.
13	CURRENCY_CD	Character(3)	VARCHAR2(3) NOT NULL	Currency Code
14	RSK_DURATION	Signed Number(15,8)	DECIMAL(13,8) NOT NULL	A measure of exposure to interest rates.
15	RSK_CONVEXITY	Signed Number(15,8)	DECIMAL(13,8) NOT NULL	A measure of second-order exposure to interest rates.
16	RSK_CHARM	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	Charm is defined as the infinitesimal rate of change in the value delta with respect to time. For theoretical reasons, charm thus defined represents the concept of "carry," which is the time decay of instrument value, broken down by global commodity involvement. (Therefore, the sum of charm over all the global commodities involved in an instrument equals the instrument's theta.)
17	RSK_CNTR_CHARM	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	In the domestic forms of the models, counter charm is defined as the infinitesimal rate of change in the value delta with respect to time related to accounting currency units.
18	RSK_CNTR_DELTA_A	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	The net equivalent global commodity exposure in terns of accounting currency units.
19	RSK_CNTR_DELTA_C	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	The net equivalent global commodity exposure in accounting currency units.
20	RSK_CNTR_DELTA_V	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	The net equivalent global commodity exposure in accounting currency units.
21	RSK_DELTA_A	Signed Number(11,8)	DECIMAL(9,8) NOT NULL	The net equivalent global commodity exposure. For example, the delta on this soybean call option is .8, or 80%.
22	RSK_DELTA_C	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	The net equivalent global commodity exposure of an investment. For example, the delta of my soybean option portfolio is equivalent to 100,000 tons".)
23	RSK_DELTA_V	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	The net equivalent global exposure measured in the value of the commodity units. For example, to create the same market exposure in spot soybean would require the investment of $8,000,000.
24	RSK_ETA	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	In options involving two prices, such as spread options, there may be a dependence upon a correlation coefficient. The infinitesimal sensitivity of the option's value with respect to the correlation coefficient is termed eta.
25	RSK_GAMMA	Signed Number(17,8)	DECIMAL(15,8) NOT NULL	Gamma is a risk measure corresponding to the rate of change of the absolute delta with respect to a price change in the underlying commodity.
26	RSK_LAMBDA	Signed Number(23,8)	DECIMAL(21,8) NOT NULL	lIt is a risk measure corresponding to the rate of change of the instrument value with respect to an infinitesimal change in commodity yield.
27	RSK_RHO	Signed Number(23,8)	DECIMAL(21,8) NOT NULL	In the domestic forms of the models, rho is defined as the rate of change in the instrument value with respect to an infinitesimal change in the domestic interest rate.
28	RSK_THETA	Signed Number(23,8)	DECIMAL(21,8) NOT NULL	Theta is a risk measure corresponding to the time rate of change of the value of the instrument, over an infinitesimal interval of time. Some applications require "daily" thetas, which may be approximated by dividing the theta by the number of days per year, or more exactly via two invocations of the model for maturities one day apart, which are then differenced.
29	RSK_VEGA	Signed Number(23,8)	DECIMAL(21,8) NOT NULL	Vega is a risk measure corresponding to the rate of change of the instrument value with respect to an infinitesimal change in volatility.
30	RSK_VEGA_MRR	Signed Number(9,6)	DECIMAL(7,6) NOT NULL	Volatility is the annualized standard deviation of the short rate expressed as a percentage of that rate. However, the short-rate models are "mean reverting" which means that over time, rates are pulled back to a long-term average of the forward rates. Or, equivalently, the volatility of long-term rates is lower than that of short-term rates, giving a term structure to volatility. The "Mean-Reversion Rate" is an annualized percentage rate at which this reversion takes place.