RSK_VAR_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 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.