Blackrock Risk Report Structure

{
  "name": "BlackRock Aladdin Risk Report Structure",
  "description": "JSON structure for risk analytics output from the Aladdin platform",
  "fields": [
    { "name": "reportId", "type": "string", "required": true },
    { "name": "portfolioId", "type": "string", "required": true },
    { "name": "asOfDate", "type": "date", "required": true },
    { "name": "currency", "type": "string", "required": false },
    { "name": "riskMetrics", "type": "object<RiskMetrics>", "required": false },
    { "name": "factorExposures", "type": "array<FactorExposure>", "required": false },
    { "name": "stressTests", "type": "array<StressTest>", "required": false }
  ]
}