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 VaRPLScenarios Store Field Key IsVector CanBeNull Type Cube Field AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (IMATrades) Index Y Int N - This is an internal field. Scenario String Y -[Risk].[Scenario] Scenarios Parameter Set Datastore Definition
FRTB Accelerator Cubes Guide