Risk Profile
Data Dictionary - Entity Table: Risk_Profile#
We assume that banks will allocate customers to predefined risk categories based on their investment experience and objectives. The risk categories are defined in table Risk_Type. The Risk_Profile table links risk categories to investment strategies and defines a threshold risk measure for each strategy within the risk category.
| Primary Key ('id') | . | ENGINE = InnoDB | . | . |
|---|---|---|---|---|
| Column Name | Data Type | PK Primary Key, NN-Not Null, Null | Example | Comment |
id | BIGINT(12) | PK, NN | 1 | PrimaryKey-ID,(auto creates) |
Risk_Type | BIGINT(12) | NULL | 3 | Risk id from the Risk_type table |
Risk_Value | DECIMAL(25,9) | NULL | 0.07 | Each risk profile is expected to have a risk measure associated with it. This could be standard deviation, VaR, beta, etc. This column store the maximum permitted risk value for a portfolio to conform to the profile. |