Risk_Metrics

This is a file that will track risk of each security (including derivatives).

id	integer
ticker	text
isin	text
valoren	text
source_instrument_id	text	ID of the instrument at the custodian/data source
currency	text	instrument ccy
contract_type	text
valuation_date	date
clean_price	numeric
accruedint_per_nominal	numeric
dirty_price	numeric
snp_rating	text
moody_rating	text
duration	numeric	Bond duration in years (Macauley)
ytm	numeric	Yield to Maturity
fx_delta_long	numeric	Buy Currency Amount
fx_long_ccy	text	Buy Currency Name
fx_delta_short	numeric	Sell Currency Amount
fx_short_ccy	text	Sell Currency Name
equity_delta	numeric
equity_ticker	text
data_source	text
valuation	numeric	Value of the derivative
created_at	timestamp
updated_at	timestamp