Dimensions
This section describes the dimensions in the Limits Cube.
| Dimension | Hierarchy | Description | Value Example |
|---|---|---|---|
| Limit Structure | AbsoluteValueIndicator | Specifies whether the Limit Value is an absolute value. | false |
| Limit Structure | Comment | Free text note about the limit. | These are equity delta limits managed by the GMCCR department. |
| Limit Structure | CubeName | Name of the Cube for the KPI. | Sensitivity Cube |
| Limit Structure | 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. |
| Limit Structure | Exception Comment | Comment added during reviewing the warning or breach. This comment is audited. | Have notified the trader to correct the trade. |
| Limit Structure | Exception Status | Current worst status of the limit structure after evaluation. | BREACHED |
| Limit Structure | Exception Workflow | Exception workflow type, which handles Breaches and Warnings. | Exception |
| Limit Structure | Group | Name of a group of limits. Group is a way of organizing similar limits. | Equity Desk |
| Limit Structure | KpiType | The type of KPI. | Greater Than |
| Limit Structure | Limit Changes Workflow | Limit management workflow type. This workflow is required for amending the limit value on a defined/approved limit. The approval types in the core solution are: - StraightThrough: There is no approval needed. - FourEyes: In addition to the person doing the action, another person needs to approve for the action to be effective. When this workflow is selected, you need to specify an Examiners user group for approval. - SixEyes: In addition to the person doing the action, two other separate people need to approve for the action to be effective. |
StraightThrough |
| Limit Structure | Limit Changes Workflow Parameters | The party charged with reviewing a limit’s workflow. Potential options are USERS or MANAGERS. | Examiner=ROLE_USERS |
| Limit Structure | Limit Structure Name | The name of the Limit Structure, which is equivalent to the name of the KPI created in the business cube. | Delta |
| Limit Structure | MeasureName | Measure of the KPI. | PV |
| Limit Structure | PollingFrequency | Specifies how often the limit is checked for a breach. The available options are: End of day and Intraday. | EOD |
| Limit Structure | Precedence | Precedence of a limit to be applied to a Location. If two limits apply to a location in the Cube, Precedence can help to enforce which limit takes effect. | 10 |
| Limit Structure | Reference ID | The Reference ID for a limit in an external system, if you have one in your organization. | id_desk_00023 |
| Limit Structure | Server Name | Name of the server the Cube is running. | MR |
| Limit Structure | Timestamp | The time the limit was created. | 13:43:23.478 |
| Limit Structure | WarningThreshold | Percent value from a breach. | Within 10% of breach value, the user receives a warning. |
| Limit Structure | userID | The limit creator’s user ID. | |
| Limit | End Date | Effective End Date. | 2020-01-31 |
| Limit | Limit Name | Optional name for the Limit. Useful for viewing the limit in the cube. | Equity Desk Limit |
| Limit | Limit Status | Current limit workflow status. | APPROVED |
| Limit | Limit Type | The type of limit: either OFFICIAL or TEMPORARY. | OFFICIAL |
| Limit | parentLimitKey | The key of the OFFICIAL source limit if this is a temporary limit. | 12345678 |
| Limit | Pending Status | Status of the pending workflow. Once the pending workflow is approved, the limit will take on the values of the Pending Limit Definition. | PENDING_DELETION |
| Limit | Scope | This restricts 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 |
| Limit | Start Date | Effective Start Date. | 2020-01-01 |
| Evaluation | As Of Date | The cube date for an evaluation. | 2023-01-01 |
| Evaluation | Evaluation Status | The result of an evaluation. | Breach |
| Evaluation | Evaluation Timestamp | The timestamp of an evaluation. | 2023-01-01T09:00:00.1230 |
| Evaluation | Location | The location of an evaluation. | Desk = Equities |
| Evaluation | Workflow Status | The current status of an evaluation result in the workflow. | REVIEWED |
| Evaluation Date | Evaluation Date | The date of an evaluation. | 2023-01-01 |
| Technical | Evaluation Key | Unique key to identify an evaluation. | 12345678 |
| Technical | limitKey | Unique key to identify a limit. | 12345678 |
| Technical | System State | Optional field to note the state of the limit structure in the upstream system. |