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 TradeBase Store Field Key IsVector CanBeNull Type Cube Field TradeId Y String Y -[Booking].[TradeId] RiskFactor Y String Y -[Risk].[RiskFactor] RiskClass Y String Y -[Risk].[RiskClass] RiskMeasure Y String Y -[Risk].[Measure] AsOfDate Y Date[yyyy-mm-dd] Y -[Dates].[AsOfDate] SATradeDescription Tranche
FRTB Accelerator Cubes Guide