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 RiskFactorDescription Store Field Key IsVector CanBeNull Type Cube Field Risk Factor Y String N - See field in referencing store (TradeBase) RiskClass Y String N - See field in referencing store (TradeBase) Risk Measure Y String N - See field in referencing store (TradeBase) Underlying String Y - [Market Data].[Underlying] Risk Factor Type String Y - [Risk].[Risk Factor Types] CommodityLocation String Y - [Risk].[Commodity Location] UnderlyingFXRiskCcy String Y - [Risk].[FX Counter Currency] AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) Obligor SATradeDescription
FRTB Accelerator Cubes Guide