| # |
PeopleSoft Field Name |
PeopleSoft Field Type |
Database Column Type |
Description |
| 1 |
 SETID |
Character(5) |
VARCHAR2(5) NOT NULL |
SetID
Default Value: OPR_DEF_TBL_FS.SETID
Prompt Table:
SP_SETID_NONVW
|
| 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.
Prompt Table:
TRX_PORTFLIO_TR
|
| 3 |
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
Prompt Table:
MTM_FNUSG_MRSK
|
| 4 |
MTM_MODEL |
Character(10) |
VARCHAR2(10) NOT NULL |
Represents a more granular method by which to establish diverse analytics function usages for a given finan
Prompt Table:
RSK_VAR_MODEL_V
|
| 5 |
MTM_VENDOR_NM |
Character(20) |
VARCHAR2(20) NOT NULL |
3rd party analytics vendor used for valuation and analytics.
Prompt Table:
MTM_VEND_FNC_VW
|
| 6 |
ECQUEUEINSTANCE |
Number(9,0) |
DECIMAL(9) NOT NULL |
Electronic Commerce Queue Instance ID. Used in EDI Manager. One of three(3) Key Fields(ECTRANSID, ECTRANSINOUTSW, ECQUEUEINSTANCE) used in Electronic Commerce(EC) Staging Tables.
|
| 7 |
ASOFDATE |
Date(10) |
DATE |
As of Date
|
| 8 |
MTM_PROGRAM_NM |
Character(30) |
VARCHAR2(30) NOT NULL |
MTM Valuation/Analytic processing program
Prompt Table:
MTM_PROG_DEFN
|
| 9 |
RSK_VAR |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
The calculated Value at Risk amount for a financial instrument.
|
| 10 |
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
|
| 11 |
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.
Prompt Table:
TRX_PORTFLIO_TR
|
| 12 |
RSK_INCREMNTAL_VAR |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
The calculated Value at Risk amount for a financial instrument.
|
| 13 |
MTM_CURRENCY |
Character(3) |
VARCHAR2(3) NOT NULL |
The stated currency for a deal transaction's fair value (mark-to-market)
Prompt Table:
CURRENCY_CD_TBL
|
| 14 |
RSK_ANL_GROUP |
Character(15) |
VARCHAR2(15) NOT NULL |
Group ID
|
| 15 |
RSK_VAR_HORIZON |
Number(3,0) |
SMALLINT NOT NULL |
Horizon
|
| 16 |
RSK_VAR_CONFIDENCE |
Number(6,2) |
DECIMAL(5,2) NOT NULL |
Confidence
|
| 17 |
RSK_VAR_ITERATIONS |
Number(3,0) |
SMALLINT NOT NULL |
Iterations
|
| 18 |
FILE_PATH_NAME |
Character(254) |
VARCHAR2(254) NOT NULL |
File Path
|