Navigation : Cube reference Datastores - - Global Datastore Definition - Internal Models Approach Datastore Definition -- DRCIMABase -- DRCIMASummaryBase -- DRCScenarios -- IMA Summary -- IMAHistory -- IMARiskFactors -- IMATrades -- IMAVaRPL -- PL -- PLSummary -- Scenarios -- VaRPLScenarios - Parameter Set Datastore Definition - Standardised Approach Datastore Definition FRTB Accelerator Interpretation and Implementation of BCBS 457 IMAVaRPL Store Field Key IsVector CanBeNull Type Cube Field TradeId Y String Y -[Booking].[TradeId] PL Y Double[] N - This field is a measure. AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (IMATrades) IMATrades PL
FRTB Accelerator Cubes Guide