26CREATE TABLE &LIBREF..RISKAGG_HICOPULA_BANK2_CORR (
27 REPORTING_DT DATE label =
'Reporting Date' FORMAT = &DTFMT.,
28 SCENARIO_ID VARCHAR(32) label =
'Scenario Id',
29 RISK_MEASURE VARCHAR(32) label =
'Risk Source Measure',
30 _TYPE_ VARCHAR(32) label =
'Dependence Type',
31 _PARM1_ VARCHAR(64) label =
'First correlation Component',
32 _PARM2_ VARCHAR(64) label =
'Second correlation Component',
33 _MEASUREMENT_ NUMERIC label =
'Dependence Measurement'