Cube reference

FRTBCVACatalog

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

• 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.