Profit & Loss Summary Cube Schema
In a Nutshell...
This page defines the FRTB Profit & Loss Summary Cube, and describes its dimensions, hierarchies, and levels.
Booking Dimension
|
Dimension
|
Hierarchy |
Level (Use links to jump to the correct table in the Page: "The Internal Models Approach Datastore Definition") |
|---|---|---|
|
Booking |
Desks Slicing Hierarchy Please note that Desks is a Slicing Hierarchy. |
The name of the desk. |
Dates Dimension
|
Dimension
|
Hierarchy |
Level (Use links to jump to the correct table in the Page: "The Internal Models Approach Datastore Definition") |
|---|---|---|
|
Dates |
Date Slicing Hierarchy Please note that Dates is a Slicing Hierarchy, containing one Time type Level. |
Y - AsOfDate |
FX Dimension
|
Dimension
|
Hierarchy |
Level (Use links to jump to the correct table in the Page: "The Internal Models Approach Datastore Definition") |
|---|---|---|
|
FX |
Currencies |
The currency associated with the desk. |
Epoch Dimension
|
Dimension
|
Hierarchy |
Level (Use links to jump to the correct table in the Page: "The Internal Models Approach Datastore Definition") |
|---|---|---|
|
Epoch |
Epoch Slicing Hierarchy Please note that Epoch is a Slicing Hierarchy, including a Level of type Time. |
N - What-If: Native Level in ActivePivot
|
|
N - Epoch: Native Level in ActivePivot
|
Lookback Dimension
|
Dimension
|
Hierarchy |
Level (Use links to jump to the correct table in the Page: "The Internal Models Approach Datastore Definition") |
|---|---|---|
|
Lookback
|
Lookback Lookback is an Aggregatable Hierarchy. |
N - Lookback: Programmatic - does not come from a Store |
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