Get Risk Exposure GEM3S Pivot

ftGetRiskExposureGEM3SPivot

Returns Barra’s GEM3S risk model data in a cross-tabbed format as of the supplied date. There is one row per asset and includes asset descriptions (market symbols, lineage, QUID, QUIN) in addition to risk model specific risk exposures, beta, factor exposures, estimation universe etc.

Usage:

SELECT *
  FROM ftGetRiskExposureGEM3SPivot(@VersionDate)
Parameter Type Wildcard? Pass NULL? Description Notes
@VersionDate date Y Exact date

Example:

SELECT *
  FROM ftGetRiskExposureGEM3SPivot('2012-02-29')
 ORDER BY AssetCode

Returns Barra's GEM3S data as of 29 Feb 2012.

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