1 files changed, 7 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 86703a92..7924d2df 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1784,3 +1784,10 @@ SELECT id,
        upfront,
        ref
 FROM cds JOIN counterparties ON cp_code = code) ORDER BY trade_date DESC;
+
+CREATE TABLE curve_risk(
+       date date NOT NULL,
+       strategy cds_strat,
+       "VaR" float,
+       currency currency,
+       PRIMARY KEY (date, strategy))