Cube reference

You can query any of these cubes available in the FRTB Accelerator:

• StandardisedApproachCube - transaction-level risk data for computing SBM and DRC SA
• InternalModelApproachCube - transaction-level risk data for computing IM (non-DRC) measures
• IMADRCCube - transaction-level risk data for computing DRC IM metrics
• IMASummaryCube - pre-aggregated time-series of data for computing historical IM (non-DRC) measures
• PLCube - transaction-level risk data for computing Value-at-Risk
• PLSummaryCube - pre-aggregated time-series of PL and Value-at-Risk for model eligibility testing metrics
• FRTBCombinedCube - combined query cube

We recommend querying the combined FRTBCombinedCube, since it consolidates all the implemented results. The measures section provides the comprehensive documentation of measures, all of them are available in the “FRTBCombinedCube”.