Navigation :
test ../ test developer-getting-started.html
Getting Started
test ../ test developer-getting-started/deadlock-partitions-for-reference-stores-workaround.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test developer-getting-started/maven-modules.html
- Maven Project Modules
test ../ test developer-guides.html
Developer Guides
test ../ test developer-guides/adding-a-field.html
- Adding a Field
test ../ test developer-guides/adding-a-new-file.html
- Adding a File
test ../ test developer-guides/adding-a-hierarchy.html
- Adding a Hierarchy
test ../ test developer-guides/adding-a-measure.html
- Adding a Measure
test ../ test developer-guides/column-calculators.html
- Column Calculators
test ../ test developer-guides/examples-datastorehelpers.html
- Datastore Helper Examples
test ../ test developer-guides/navigating-managerdesc.html
- Navigating managerDesc
test ../ test user-getting-started.html
Getting started
test ../ test user-getting-started/whats-new.html
- What's New?
test ../ test user-getting-started/about-cvarc.html
- About the Accelerator
test ../ test user-getting-started/about-guide.html
- About this guide
test ../ test user-getting-started/bookmarks.html
- Bookmarks
test ../ test user-getting-started/pdf.html
- PDF
test ../ test cube.html
Cube reference
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/commoditygroup.commoditygroup.html
-- [CommodityGroup].[CommodityGroup]
test ../ test cube/creditquality.creditquality.html
-- [CreditQuality].[CreditQuality]
test ../ test cube/curvetype.curvetype.html
-- [CurveType].[CurveType]
test ../ test cube/dates.date.html
-- [Dates].[Date]
test ../ test cube/delta-sensitivityccy.delta-sensitivityccy.html
-- [delta-SensitivityCcy].[delta-SensitivityCcy]
test ../ test cube/economy.economy.html
-- [Economy].[Economy]
test ../ test cube/epoch.epoch.html
-- [Epoch].[Epoch]
test ../ test cube/nettingsettradeid.nettingsettradeid.html
-- [NettingSetTradeId].[NettingSetTradeId]
test ../ test cube/parameter-set.parameter-set.html
-- [Parameter Set].[Parameter Set]
test ../ test cube/referencename.referencename.html
-- [ReferenceName].[ReferenceName]
test ../ test cube/regulatorybucket.regulatorybucket.html
-- [RegulatoryBucket].[RegulatoryBucket]
test ../ test cube/regulatoryriskfactor.regulatoryriskfactor.html
-- [RegulatoryRiskFactor].[RegulatoryRiskFactor]
test ../ test cube/risk.creditquality.html
-- [Risk].[CreditQuality]
test ../ test cube/risk.cvacounterpartyid.html
-- [Risk].[CVACounterpartyId]
test ../ test cube/risk.is-single-name.html
-- [Risk].[Is Single Name]
test ../ test cube/risk.sectors.html
-- [Risk].[Sectors]
test ../ test cube/riskclass.riskclass.html
-- [RiskClass].[RiskClass]
test ../ test cube/riskfactorccy.riskfactorccy.html
-- [RiskFactorCcy].[RiskFactorCcy]
test ../ test cube/riskfactorid.riskfactorid.html
-- [RiskFactorId].[RiskFactorId]
test ../ test cube/riskmeasure.riskmeasure.html
-- [RiskMeasure].[RiskMeasure]
test ../ test cube/sector.sectors.html
-- [Sector].[Sectors]
test ../ test cube/size.size.html
-- [Size].[Size]
test ../ test cube/tradeposition.capitaltreatment.html
-- [TradePosition].[CapitalTreatment]
test ../ test cube/tradeposition.eadccy.html
-- [TradePosition].[EADCcy]
test ../ test cube/tradeposition.isbaeligible.html
-- [TradePosition].[IsBaEligible]
test ../ test cube/tradeposition.iscarvedout.html
-- [TradePosition].[IsCarvedOut]
test ../ test cube/tradeposition.issaeligible.html
-- [TradePosition].[IsSaEligible]
test ../ test cube/tradeposition.netting-sets.html
-- [TradePosition].[Netting Sets]
test ../ test cube/tradeposition.referencename.html
-- [TradePosition].[ReferenceName]
test ../ test cube/tradeposition.trade-date.html
-- [TradePosition].[Trade Date]
test ../ test cube/tradeposition.trades.html
-- [TradePosition].[Trades]
test ../ test cube/tradeposition.underimm.html
-- [TradePosition].[UnderIMM]
test ../ test cube/vega-sensitivityccy.vega-sensitivityccy.html
-- [vega-SensitivityCcy].[vega-SensitivityCcy]
test ../ test cube/vertices.vertices.html
-- [Vertices].[Vertices]
test ../ test cube/measures.html
-
Measures
test ../ test regulatory-calcs.html
Regulatory calculations
test ../ test input-files.html
Input file formats
test ../ test sign-off.html
Sign-Off
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
[RegulatoryBucket].[RegulatoryBucket]
Description
Regulatory bucket
Dimension
RegulatoryBucket
Hierarchy
RegulatoryBucket
Levels
[ALL, RegulatoryBucket, BucketSuffix]
This hierarchy has two levels: one displays the bucket number - 1,2,3,etc - used as aggregation level for bucket-level charges, the second level shows bucket suffix for counterparty credit spread- a) and b) - this level is used to lookup risk weights for counterparty credit spread sensitivity.
Please refer to the Regulatory calculations section to read more about how the regulatory bucket is derived.
See also