Cube reference

FRTBCVACatalog

You can query any of these cubes available under the “FRTBCVACatalog” in the CVA Risk Capital Accelerator:

• BACube - input data and interim calculations implementing the BA approach,
• SACube - input data and interim calculations implementing the SA approach,
• CVARC Cube - query cube, combining BACube and SACube. This cube also provides the aggregate capital measure, see: CVARC.

We recommend using the combined “CVARC Cube” to query results.

In this section we provide documentation of available measures and dimensions.

SignOff

The cubes under the “SignOff” are not fully supported in this version of the CVA Risk Capital Accelerator.