| Table | Table Description | Column# | Alias | Column Description | Data Type | Length | Decimals | Default Value | Constraints |
---|
1 | AFWKFRA_KB4_H | Key Figures: MtM with Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
2 | AFWKFRA_KB5_H | Key Figures: Cashflow (based on Spot Prices) | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
3 | AFWKFRA_KB6_H | Key Figures: Cashflow for Cashflow-at-Risk | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
4 | AFWKFRA_KBMX_H | Key Figures: MtM with Market Data Shift | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
5 | AFWKFRA_KCFARC_H | Key Figures: CfaR by variance/covariance | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
6 | AFWKFRA_KCFARS_H | Key Figures: CfaR from simulation method | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
7 | AFWKFRA_KCFO_H | Key Figures: Cashflow (in original currency) | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
8 | AFWKFRA_KCFPL_H | Key Figures: CfaR - Profit/Loss Distribution | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
9 | AFWKFRA_KCFP_H | Key Figures: CfaR - Risk Factor Positions | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
10 | AFWKFRA_KGD_H | Key Figures: Greeks - Delta | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
11 | AFWKFRA_KMGD_H | Key Figures: MtM, Greeks - Delta | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
TOPAnalyzer |
12 | AFWBM_ASS_BMPH | TRM: Assignment of Benchmarks to Portfolio per Variant | 5 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
13 | AFWBM_BASIC | TRM: Additional Attributes of a Basic Benchmark | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
14 | AFWBM_COMP | TRM: Additional Attributes of a Composite Benchmark | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
15 | AFWGO_EPROCK | Evaluation Procedure: Key Figure Assignment Transport Table | 5 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
16 | AFWGO_EPROCK_H | Eval. Proc.: Key Fig. Assignment / Attribute Table Time-Dep. | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
17 | AFWGO_EVALPROC1 | Evaluation Procedure for Single Records: Definition | 5 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
18 | AFWGO_EVALPROC1H | Evaluation Procedure for Single Records: Definition | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
19 | AFWGO_EVALPROC2 | Evaluation Procedure Final Results Records: Definition | 4 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
20 | AFWGO_EVALPROC2H | Evaluation Procedure Final Results Records: Definition | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
21 | AFWGO_EVALPROC2Q | Evaluation Procedure Fin. Results Records: PH Assignment | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
22 | AFWKF_AAPOSCC_H | Key Figures: Position in Evaluation Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
23 | AFWKF_AAPOS_H | Key Figures: Position in Position Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
24 | AFWKF_GENPOSCC_H | Key Figure: Generic Position Key Figure History | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
25 | AFWKF_GENPOS_H | Key Figure: Generic Position Key Figure History | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
26 | AFWKF_KB0_H | Key Fig. Definition: Attributes for NPV Basis (Attrib.Table) | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
27 | AFWKF_POSCOMP_H | Key Figure: Position Component History | 4 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
TOPCollectionsDisbursements |
28 | IBROSTMH | ISCD: Broker Report - Header Data | 28 | VALDATE | Value date | nvarchar | 8 | 0 | | |
29 | IBROSTMP | ISCD: Broker Report - Item Data | 37 | VALDATE | Value date | nvarchar | 8 | 0 | | |
TOPDefault Risk and Limit System |
30 | KLREL_LIMIT_ASS | Assignment of Relative Limits to Portfolio Hierarchy Nodes | 3 | VALDATE | Validity Date | nvarchar | 8 | 0 | | |
TOPInformation System |
31 | GRIX | Report Writer: Directory of Stored Data | 15 | VALDATE | Expiration Date | nvarchar | 8 | 0 | | |
TOPMarket Risk Analyzer |
32 | AFWKFRA_BCK0_H | Key Figures: Backtesting for Profit and Loss - History | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
33 | AFWKFRA_K00_H | Key Figures: Direct Redefinition of Dual Interest Rate Shift | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
34 | AFWKFRA_K01_H | Key Figures: Direct Redefinition of Int. Rate Sensitivities | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
35 | AFWKFRA_KB00_H | Key Figures: NPV in transaction currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
36 | AFWKFRA_KB0_H | Key Figures: NPV with Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
37 | AFWKFRA_KB2_H | Key Figures: NPV with Currency - VaR Basis | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
38 | AFWKFRA_KBE_H | Key Figures: Exposure | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
39 | AFWKFRA_KBX_H | Key Figures: NPV with Market Data Shift | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
40 | AFWKFRA_KD0_H | Key Figures: Items in the Risk Hierarchy | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
41 | AFWKFRA_KG1_H | Key Figures: P+L Delta/Gamma | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
42 | AFWKFRA_KS0_H | Key Figures: Direct Redifinition | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
43 | AFWKFRA_KS1_H | Key Figures: Direct Redefinition / AT (for YTM) | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
44 | AFWKFRA_KS2_H | Key Figure: Direct Redefinition / AT | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
45 | AFWKFRA_KVK1_H | Key Figures: Value-at-Risk with Parameters | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
46 | AFWKFRA_KVK2_H | Key Figures: Marginal Value-at-Risk with Parameters / AT | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
47 | AFWKFRA_KVK_H | Key Figures: Value-at-Risk with Parameters | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
48 | AFWKFRA_KVS1_H | Key Figures: Mean Excess Loss Simulated / AT | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
49 | AFWKFRA_KVS_H | Key Figures: Value-at-Risk - Simulated | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
50 | AFWKFRA_QKF_H | Key Figures: Commodity Key Figure for commodity instruments | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
TOPPortfolio Analyzer |
51 | AFWKF_FLWCC_H | Key Figures: Flow in Evaluation Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
52 | AFWKF_FLW_H | Key Figures: Flow in Transaction Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
53 | AFWKF_INFO_H | Key Figures: Information Ratio | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
54 | AFWKF_JENSEN_H | Key Figures: Jensen's Alpha | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
55 | AFWKF_POSCC_H | Key Figures: Position in Evaluation Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
56 | AFWKF_POS_H | Key Figures: Position in Position Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
57 | AFWKF_PRDFLWCC_H | Key Figures: Flow for Period in Evaluation Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
58 | AFWKF_PRDFLW_H | Key Figures: Flow for Period in Transaction Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
59 | AFWKF_SHARPE_H | Key Figures: Sharpe Ratio | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
60 | AFWKF_SORTINO_H | Key Figures: Sortino Ratio | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
61 | AFWKF_TREYNOR_H | Key Figures: Treynor's Ratio | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
62 | AFWKF_YLDCC_H | Key Figures: Yield Calculated from Evaluation Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
63 | AFWKF_YLDSNCCC_H | Key Figures: Yield from Evaluation Currency Since CALCSINCE | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
64 | AFWKF_YLDSNC_H | Key Figures: Yield from Transaction Currency Since CALCSINCE | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |
65 | AFWKF_YLD_H | Key Figures: Yield Calculated from Transaction Currency | 3 | VALDATE | Date: Valid From (Inclusive) | nvarchar | 8 | 0 | | |