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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 NameData TypePK Primary Key, NN-Not Null, NullExampleComment
idBIGINT(12)PK, NN1PrimaryKey-ID,(auto creates)
Risk_TypeBIGINT(12)NULL3Risk id from the Risk_type table
Risk_ValueDECIMAL(25,9)NULL0.07Each 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.