RSK_VAR_TBL_VW (SQL View)	Index Back
Repository for VAR This table contains the VAR (Value at Risk) numbers for an investment.

RSK_VAR_TBL_VW

(SQL View)

Repository for VAR

This table contains the VAR (Value at Risk) numbers for an investment.

SELECT A.OPRID , B.BUSINESS_UNIT , B.TREASURY_PORTFOLIO , B.EFFDT , B.SEQNUM , B.RSK_VAR_INCR_PORTF , B.RSK_VAR_TYPE , B.CURRENCY_CD , B.RSK_CONFIDENCE , B.RSK_VAR , B.RSK_HORIZON , B.RSK_INCREMNTAL_VAR FROM PS_RSK_GRP_VAR_TBL A , PS_RSK_VAR_TBL B WHERE A.BUSINESS_UNIT = B.BUSINESS_UNIT AND A.TREASURY_PORTFOLIO = B.TREASURY_PORTFOLIO

# PeopleSoft Field Name PeopleSoft Field Type Database Column Type Description

1 OPRID Character(30) VARCHAR2(30) NOT NULL A user's ID (see PSOPRDEFN).

2 BUSINESS_UNIT Character(5) VARCHAR2(5) NOT NULL Business Unit

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 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 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

8 CURRENCY_CD Character(3) VARCHAR2(3) NOT NULL Currency Code

9 RSK_CONFIDENCE Number(3,0) SMALLINT NOT NULL Confidence level in percent (0 - 100 %) used to calculate VAR of an investment.

10 RSK_VAR Signed Number(28,3) DECIMAL(26,3) NOT NULL The calculated Value at Risk amount for a financial instrument.

11 RSK_HORIZON Number(5,0) INTEGER NOT NULL Period of time in days used to calculate the VAR of an investment.

12 RSK_INCREMNTAL_VAR Signed Number(28,3) DECIMAL(26,3) NOT NULL The calculated Value at Risk amount for a financial instrument.

#	PeopleSoft Field Name	PeopleSoft Field Type	Database Column Type	Description
1	OPRID	Character(30)	VARCHAR2(30) NOT NULL	A user's ID (see PSOPRDEFN).
2	BUSINESS_UNIT	Character(5)	VARCHAR2(5) NOT NULL	Business Unit
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	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	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
8	CURRENCY_CD	Character(3)	VARCHAR2(3) NOT NULL	Currency Code
9	RSK_CONFIDENCE	Number(3,0)	SMALLINT NOT NULL	Confidence level in percent (0 - 100 %) used to calculate VAR of an investment.
10	RSK_VAR	Signed Number(28,3)	DECIMAL(26,3) NOT NULL	The calculated Value at Risk amount for a financial instrument.
11	RSK_HORIZON	Number(5,0)	INTEGER NOT NULL	Period of time in days used to calculate the VAR of an investment.
12	RSK_INCREMNTAL_VAR	Signed Number(28,3)	DECIMAL(26,3) NOT NULL	The calculated Value at Risk amount for a financial instrument.