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 DrcSecNonCtpBuckets Store Field Key IsVector CanBeNull Type Cube Field Bucket String Y - [Default Risk Charge].[DRC Sec non-CTP Bucket] Region Y String N - See field in referencing store (Tranche) Asset Class Y String N - See field in referencing store (Tranche) AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) DRCBase EquityBuckets
FRTB Accelerator Cubes Guide