Navigation : Cube reference Datastores - - Global Datastore Definition - Internal Models Approach Datastore Definition - Parameter Set Datastore Definition - Standardised Approach Datastore Definition -- CommodityBuckets -- CSRBucketDesc -- CSRNonSecBucket -- CSRSecCTPBucket -- CSRSecNonCTPBucket -- Curvature -- Delta -- DRCBase -- DrcSecNonCtpBuckets -- EquityBuckets -- FXBuckets -- GIRRBuckets -- Obligor -- RiskFactorDescription -- SATradeDescription -- TradeBase -- Tranche -- UnderlyingDescription -- Vega FRTB Accelerator Interpretation and Implementation of BCBS 457 CSRSecNonCTPBucket Store Field Key IsVector CanBeNull Type Cube Field Bucket String Y - [Buckets].[CSR Sec non-CTP Buckets] CSRQuality Y String N - See field in referencing store (CSRBucketDesc) CSRSector Y String N - See field in referencing store (CSRBucketDesc) RiskClass Y String N - See field in referencing store (TradeBase) AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) CSRSecCTPBucket Curvature
FRTB Accelerator Cubes Guide