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
Frequency FrequencyType 0..1

Frequency of data used for calculation

Bezieht sich auf die zur Berechnung verwendete Datenbasis

Frequency:
DAIL ... Quotidien
MNTH ... Mensuel
QURT ... Trimestriel
SEMI ... Semiannual
TWMN ... Twomonthly
TWWK ... Twoweekly
WEEK ... Hebdomadaire
YEAR

Frequency:
DAIL ... Dagelijks
MNTH ... Maandelijks
QURT ... Kwartaal
SEMI ... Semiannual
TWMN ... Twomonthly
TWWK ... Twoweekly
WEEK ... Wekelijks
YEAR
DateFrom xs:date 0..1

Start of period for risk value

Beginn des Kennzahl - Intervalles
DateTo xs:date 0..1

End of period for risk value

Ende des Kennzahl - Intervalles
Annualization xs:boolean 1

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

true - annualisiert
false - nicht annualisiert bzw. nicht anwendbar
Description Text1000Type 0..1

Description of calculation method

Beschreibung der Berechnungsmethode

Text (max. 1000 characters)

Text (max. 1000 characters)

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/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/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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