RSK_VAR_TBL(SQL Table) |
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Repository for VARThis table contains the VAR (Value at Risk) numbers for an investment. |
# | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
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1 | BUSINESS_UNIT | Character(5) | VARCHAR2(5) NOT NULL |
Business Unit
Default Value: OPR_DEF_TBL_FS.BUSINESS_UNIT Prompt Table: SP_BU_GL_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. |
3 | 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 |
4 | EFFDT | Date(10) | DATE | Effective Date |
5 | SEQNUM | Number(3,0) | SMALLINT NOT NULL | Sequence Number |
6 | 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. |
7 | CURRENCY_CD | Character(3) | VARCHAR2(3) NOT NULL | Currency Code |
8 | RSK_CONFIDENCE | Number(3,0) | SMALLINT NOT NULL | Confidence level in percent (0 - 100 %) used to calculate VAR of an investment. |
9 | RSK_VAR | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The calculated Value at Risk amount for a financial instrument. |
10 | RSK_HORIZON | Number(5,0) | INTEGER NOT NULL | Period of time in days used to calculate the VAR of an investment. |
11 | RSK_INCREMNTAL_VAR | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The calculated Value at Risk amount for a financial instrument. |