Complex Type: RiskCodeType

Child Elements

Child elements of this complex type
Name Type Cardinality Documentation
ListedCode xs:string 1

Specific Code as defined in enumeration:
Active Share
Beta factor
Correlation
Covariance
CRR 2 Value (absolute value)
CRR 2 relative (percentage value)
Delta
Duration
Duration to next Call
Duration to Maturity
Expected Shortfall
Gamma
Information Ratio
Jensen alpha
Leverage (Gross)
Leverage (Limit)
Leverage (Usage)
Liquidated within 1 day
Modified Duration
Modified Duration to next Call
Modified Duration to Maturity
Net Commodity Delta
Net CS01 (for credit default swaps)
Net DV01 (BVBP)
Net equity delta
Net FX Delta
Sharpe ratio
Tracking error
Treynor ratio
VaR (commitment approach)
VaR (gross method)
VaR Absolute (Limit)
VaR Absolute (UCITS Method)
VaR equivalent Volatility (PRIIPS)
Vega
Vega Exposure
Volatility of prices
Volatility of returns
Yield

UnlistedCode xs:string 1

Free code for unlisted codes

Value xs:decimal 1

Value of risk code

Wert der Risikokennzahl

Valor de risk code

Valore del codice di rischio

Hodnota risk code

Value of risk code

Frequency FrequencyType 0..1

Frequency of data used for calculation

Bezieht sich auf die zur Berechnung verwendete Datenbasis

Frequency of data utilizado para calculation

Frequenza dei dati utilizzati per il calcolo

Frequency of data used for calculation

Frequency of data used for calculation

Fréquence :
DAIL ... Quotidien
MNTH ... Mensuel
QURT ... Trimestriel
SEMI ... Semestriel
TWMN ... Bimestriel
TWWK ... Bihebdomadaire
WEEK ... Hebdomadaire
YEAR ... Annuel

Frequentie:
DAIL ... Dagelijks
MNTH ... Maandelijks
QURT ... Kwartaal
SEMI ... Halfjaarlijks
TWMN ... Tweemaandelijks
TWWK ... Tweewekelijks
WEEK ... Wekelijks
YEAR ... Jaarlijks

DateFrom xs:date 0..1

Start of period for risk value

Beginn des Kennzahl - Intervalles

Inicio del período para valor de riesgo

Inizio del periodo per il valore di rischio

Start of period for risk value

Start of period for risk value

DateTo xs:date 0..1

End of period for risk value

Ende des Kennzahl - Intervalles

Fin del período para valor de riesgo

Fine del periodo per il valore di rischio

End of period for risk value

End of period for risk value

Annualization xs:boolean 1

Indicates whether risk value has been annualized (false of not applicable)

true - annualisiert
false - nicht annualisiert bzw. nicht anwendbar

Indica si risk value has been annualized (false of not applicable)

Indica se il valore del rischio è stato annualizzato (falso o non applicabile)

Označuje, zda risk value has been annualized (false of not applicable)

Indicates whether risk value has been annualized (false of not applicable)

Description Text1000Type 0..1

Description of calculation method

Beschreibung der Berechnungsmethode

Descripción del método de cálculo

Descrizione del metodo di calcolo

Description of calculation method

Description of calculation method

Texte (max. 1000 caractères)

Tekst (max. 1000 tekens)

Used In

Elements that use this complex type
Element XPath
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/ShareClasses/ShareClass/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/ShareClasses/ShareClass/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/SingleFund/ShareClasses/ShareClass/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/Segments/Segment/SegmentDynamicData/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/Segments/Segment/ShareClasses/ShareClass/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/ShareClasses/ShareClass/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/ShareClasses/ShareClass/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/ShareClasses/ShareClass/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/SubfundDynamicData/Benchmarks/Benchmark/Constituents/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/SubfundDynamicData/Benchmarks/Benchmark/Values/Value/Components/Component/Constituents/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/SubfundDynamicData/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/SubfundDynamicData/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/Subfunds/Subfund/SubfundDynamicData/Portfolios/Portfolio/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/FundDynamicData/Benchmarks/Benchmark/Constituents/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/FundDynamicData/Benchmarks/Benchmark/Values/Value/Components/Component/Constituents/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/FundDynamicData/Portfolios/Portfolio/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/FundDynamicData/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/RiskCodes/RiskCode
RiskCode /FundsXML4/Funds/Fund/FundDynamicData/Portfolios/Portfolio/RiskCodes/RiskCode
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