Dimensions
This section describes dimensions in Limits Cube.
| Dimension | Description | Value Example |
|---|---|---|
| Group | Name of a group of limits. A way of grouping similar limits | Equity Desk |
| ID | The Reference ID to the Limits Golden Source Upstream | id_desk_00023 |
| Name | The KPI name created in the business cube | Delta |
| Comment | Note about the limit | This is a comment |
| From | Effective Start Date | 2020-01-01 |
| To | Effective End Date | 2020-01-31 |
| FrequencyType | The type of frequency: either OFFICIAL or TEMPORARY | OFFICIAL |
| PollingFrequency | Data time relevancy of the limit (End of day, Start of day, or Intraday) | EOD |
| CCY | Currency in which the value of the KPI is expressed | USD |
| KpiType | The type of KPI | Greater Than or Tunnel In |
| LimitValues | Array of KPI values in the specified currency | [100000,5000] |
| AbsoluteValueIndicator | Is the Limit Value an absolute value | false |
| WarningThreshold | Percent value from a breach | Within 10% of breach value, the user receives a warning |
| MeasureName | Measure of the KPI | PV |
| Scope | This limits which members the new limit applies to. You can choose any hierarchy of the currently selected cube and a corresponding value from said hierarchy. An example scope filter is “Desk=Rates”. Multiple scope filters can be added to a single limit definition. Every scope filter is separated by a pipe. | Desk=Bonds |
| LimitStatus | Workflow status | APPROVED |
| WarningWorkflow | Warning workflow type. The options are approval type, either Single Eye or 4 Eyes | |
| WarningWorkflowParameters | The party charged with reviewing a limit’s workflow. Potential options are USERS or MANAGERS | |
| BreachWorkflow | Breach workflow type. The options are approval type, either Single Eye or 4 Eyes | |
| BreachWorkflowParameters | The party charged with reviewing a limit’s workflow. Potential options are USERS or MANAGERS | |
| ChangeWorkflow | Limit Changes workflow type. The options the user can select are approval type, either Single Eye or 4 Eyes | |
| ChangeWorkflowParameters | The party charged with reviewing a limit’s workflow. Potential options are USERS or MANAGERS | |
| userID | The limit creator’s user id | |
| CubeName | Name of the cube for the KPI | Sensitivity Cube |
| ServerName | Name of the server the cube is running | MRA |
| key, displayed as “Actions” | Hashed value of concatenation of all key fields | Delta,2020-01-01,2020-01-31,OFFICIAL,EOD,Desk=Equity,Sensitivity Cube, MRA |
| Exception Status | Status of the breach or warning after the evaluation. The options are: - BREACHED - WARNING - REVIEWED |
BREACHED |
| Exception Category | While reviewing the exception, the reviewer can specify the cause of the exception. The current options are: 1. Technical Data Issue 2. Real Breach |
Technical data issue. |
| Exception Comment | Comment added during reviewing the warning or breach. This comment is audited. | Have notified the trader to correct the trade. |