See Create a limit in the UI on how to create a limit in the Inventory.
Specify the currency
How to apply a currency to a limit by adding the business cube’s currency hierarchy as a scope, and how this affects evaluation results.
To specify a limit’s currency, you can leverage the Business Cube’s Currency slicing hierarchy. For example, in FRTB’s StandardisedApproachCube, the currency hierarchy is “displaycurrency”.
A limit’s value can be represented in different currencies, and when the limit gets evaluated, its KPI could yield different statuses depending on the currency. To apply a specific currency to a limit, add the Business cube’s currency slicing hierarchy as a scope in the Limits Drawer.
In this example, we have two limits, both have a limit value of 17M and are scoped on Desk=Bonds. One is scoped on displayCurrency=EUR, and the other on displayCurrency=USD.
After evaluating these limits, we see different KPI statuses for the limit scoped on EUR, and scoped on USD.
If a limit does not contain a scope on the Business cube’s Currency hierarchy,
the Business cube’s default currency is applied. For example, FRTB’s default Currency is EUR so all limit values are expressed in EUR.