Standardised Approach Datastore Definition

This section provides the following:

A table of fields for each store within the Standardised Approach datastore definition.
Indicator showing whether the fields are KEY, VECTOR, or NULLABLE
A column called Cube Schema Field Name with "Y" or "N" value to indicate whether or not the datastore field is selected for the cube.
- If Y: A link is also provided to the relevant level in the associated cube (i.e. the location within the cube that is populated by the value from the datastore field)
- If N: This means the fields are either internal or measures, and there is a note to explain the details

Store fields

Store Name: "MarketDataDescription"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Risk Factor	Y	STRING	N - See field in referencing store (TradeBase Table)
RiskClass	Y	STRING	N - See field in referencing store (TradeBase Table)
Risk Measure	Y	STRING	N - See field in referencing store (TradeBase Table)
Market Data Type		STRING	Y - Market Type
RiskFactorCcy		STRING	Y - Ccy
Underlying		STRING	Y - Underlying
CSRQuality		STRING	Y - CSR Quality
CSRSector		STRING	Y - CSR Sector
CSRTranche		STRING	Y - CSR Tranche
EquityMarketCap		STRING	Y - Equity Market Cap
EquityEconomy		STRING	Y - Equity Issuer Economy
EquitySector		STRING	Y - Equity Sector
CommodityLocation		STRING	Y - Commodity Location
CommodityTime		STRING	Y - Commodity Time
CommodityGrade		STRING	Y - Commodity Grade
CommodityRoute		STRING	Y - Commodity Route
UnderlyingFXRiskCcy		STRING	Y - FX Counter Currency
UnderlyingFXOriginalCcy		STRING	Y - FX Original Bucket (This is an internal field)
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "TradeBase"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
TradeId	Y	STRING	Y - TradeId
Risk Factor	Y	STRING	Y - Risk Factor
RiskClass	Y	STRING	Y - RiskClass
Risk Measure	Y	STRING	Y - Risk Measure
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	Y - AsOfDate

Store Name: "SATradeDescription"

Field Name/Column Name	IsKey	Type _{(+Default Value - if applicable)}	Cube Schema Field Name
TradeId	Y	STRING	N - See field in referencing store (TradeBase Table)
Notional		DOUBLE	Y - Trade Notional (This field is a measure)
NotionalCcy		STRING	Y - Trade Notional Currency
PresentValue		DOUBLE	Y - Trade PV (This field is a measure)
PVCcy		STRING	Y - Trade PV Currency
ResidualRisk		STRING	N - (This is an internal field)
ExoticUnderlying		STRING	Y - Exotic Underlying
OtherResidualRiskType		STRING_{(IAxisMember.DATA_MEMBER_DISCRIMINATOR)}	Y - Other Residual Risk type
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "DRCBase"

Field Name/Column Name	IsKey	CanBeNull	Type	Cube Schema Field Name
TradeId	Y		STRING	N - See field in referencing store (TradeBase Table)
RiskClass	Y		STRING	N - See field in referencing store (TradeBase Table)
ObligorId	Y		STRING	N - See field in referencing store (Obligor Table)
Instrument LGD Type			STRING	Y - DRC Instrument LGD Type
Seniority			STRING	Y - DRC Seniority
Direction			STRING	Y - DRC Direction
Maturity		Y	OBJECT	Y - DRC Maturity
Notional		Y	DOUBLE	Y - DRC Notional (This field is a measure)
PresentValue		Y	DOUBLE	Y - DRC PV (This field is a measure)
GrossJTD		Y	DOUBLE	Y - DRC Gross JTD (This field is a measure)
GrossJTDCcy		Y	STRING	Y - DRC Gross JTD Currency
CSRTranche		Y	STRING	Y - DRC Sec non-CTP Tranche
AsOfDate	Y		LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "Obligor"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
ObligorId	Y	STRING	Y - DRC Obligor
ObligorCategory		STRING	Y - DRC non-Sec Bucket
Rating		STRING	Y - DRC non-Sec Rating
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "Tranche"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
CSRTranche	Y	STRING	Y - DRC Sec non-CTP Tranche
Rating		STRING	Y - DRC Sec non-CTP Rating
Region		STRING	N - (This is an internal field)
Asset Class		STRING	N - (This is an internal field)
Attachment		DOUBLE	Y - DRC Sec non-CTP Attachment
Detachment		DOUBLE	Y - DRC Sec non-CTP Detachment
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "DrcSecNonCtpBuckets"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Bucket		STRING	Y - DRC Sec non-CTP Bucket
Region	Y	STRING	N - See field in referencing store (Tranche Table)
Asset Class	Y	STRING	N - See field in referencing store (Tranche Table)
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "Delta"

Field Name/Column Name	IsKey	IsVector	Type _{(+Default Value - if applicable)}	Cube Schema Field Name
TradeId	Y		STRING	N - See field in referencing store (TradeBase Table)
Risk Factor	Y		STRING	N - See field in referencing store (TradeBase Table)
Risk Class	Y		STRING	N - See field in referencing store (TradeBase Table)
Risk Measure	Y		STRING	N - See field in referencing store (TradeBase Table)
DeltaSensitivities		Y	DOUBLE	N - Picked up for drillthrough only, not part of cube measures
SensitivityDates		Y	OBJECT	N - Picked up for drillthrough only, not part of cube measures
Ccy			STRING	Y - Delta Currency
DeltaSensitivities - Interpolated			DOUBLE	N - A measure in the cube
Optionality			STRING_("N")	Y - Delta Optionality
AsOfDate	Y		LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "Vega"

Field Name/Column Name	IsKey	IsVector	Type	Cube Schema Field Name
TradeId	Y		STRING	N - See field in referencing store (TradeBase Table)
Risk Factor	Y		STRING	N - See field in referencing store (TradeBase Table)
RiskClass	Y		STRING	N - See field in referencing store (TradeBase Table)
Risk Measure	Y		STRING	N - See field in referencing store (TradeBase Table)
OptionMaturity		Y	OBJECT	N - Picked up for drillthrough only, not part of cube measures
UnderlyingMaturity		Y	OBJECT	N - Picked up for drillthrough only, not part of cube measures
VegaSensitivities		Y	DOUBLE	N - Picked up for drillthrough only, not part of cube measures
Ccy			STRING	Y - Vega Currency
VegaSensitivities - Interpolated		Y	DOUBLE	N - A measure in the cube
AsOfDate	Y		LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "Curvature"

Field Name/Column Name	IsKey	IsVector	Type _{(+Default Value - if applicable)}	Cube Schema Field Name
TradeId	Y		STRING	N - See field in referencing store (TradeBase Table)
Risk Factor	Y		STRING	N - See field in referencing store (TradeBase Table)
RiskClass	Y		STRING	N - See field in referencing store (TradeBase Table)
Risk Measure	Y		STRING	N - See field in referencing store (TradeBase Table)
Shift_Up_PV		Y	DOUBLE	N - This is a measure
Shift_Down_PV		Y	DOUBLE	N - This is a measure
Ccy			STRING	Y - Scenario Currency
RiskWeight		Y	DOUBLE_({-1.0})	Y - Curvature Risk Weight
PVApplied			STRING	Y - PVApplied
AsOfDate	Y		LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "EquityBuckets"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
EquityMarketCap	Y	STRING	N - See field in referencing store (MarketDataDescription Table)
EquityEconomy	Y	STRING	N - See field in referencing store (MarketDataDescription Table)
EquitySector	Y	STRING	N - See field in referencing store (MarketDataDescription Table)
Bucket		STRING	Y - Equity Bucket
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "GIRRBuckets"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Curve	Y	STRING	N - See field in referencing store
Bucket		STRING	Y - GIRR Bucket
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "CommodityBuckets"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Bucket		STRING	Y - Commodity Bucket
Underlying	Y	STRING	N - See field in referencing store (MarketDataDescription Table)
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "CSRBucketDesc"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Bucket	Y	STRING	N - See field in referencing store (TradeBase Table)
Rating Category		STRING	Y - CSR non-Sec Rating Category
Sector Category		STRING	Y - CSR non-Sec Sector Category
RiskClass	Y	STRING	N - See field in referencing store (i.e. TradeBase Table)
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "CSRNonSecBucket"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Bucket		STRING	Y - CSR non-Sec Bucket
CSRQuality	Y	STRING	N - See field in referencing store (CSRBucketDesc Table)
CSRSector	Y	STRING	N - See field in referencing store (CSRBucketDesc Table)
RiskClass	Y	STRING	N - See field in referencing store (TradeBase Table)
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "CSRSecCTPBucket"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Bucket		STRING	Y - CSR Sec CTP Bucket
CSRQuality	Y	STRING	N - See field in referencing store (CSRBucketDesc Table)
CSRSector	Y	STRING	N - See field in referencing store (CSRBucketDesc Table)
RiskClass	Y	STRING	N - See field in referencing store (TradeBase Table)
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "CSRSecNonCTPBucket"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Bucket		STRING	Y - CSR Sec non-CTP Bucket
CSRQuality	Y	STRING	N - See field in referencing store (CSRBucketDesc Table)
CSRSector	Y	STRING	N - See field in referencing store (CSRBucketDesc Table)
RiskClass	Y	STRING	N - See field in referencing store (TradeBase Table)
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)

Store Name: "FXBuckets"

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
Risk Factor	Y	STRING	N - See field in referencing store (TradeBase Table)
Bucket		STRING	Y - FX Bucket
AsOfDate	Y	LOCALDATE[yyyy-mm-dd]	N - See field in referencing store (TradeBase Table)