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.