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 Obligor Store Field Key IsVector CanBeNull Type Cube Field ObligorId Y String Y - [Default Risk Charge].[DRC Obligor] ObligorCategory String Y - [Default Risk Charge].[DRC non-Sec Bucket] Rating String Y - [Default Risk Charge].[DRC non-Sec Rating] AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) GIRRBuckets RiskFactorDescription
FRTB Accelerator Cubes Guide