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 FXBuckets Store Field Key IsVector CanBeNull Type Cube Field Underlying Y String N - See field in referencing store (RiskFactorDescription) Bucket String Y - [Buckets].[FX Buckets] AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) EquityBuckets GIRRBuckets
FRTB Accelerator Cubes Guide