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 Tranche Store Field Key IsVector CanBeNull Type Cube Field Tranche Y String Y - [Default Risk Charge].[DRC Sec non-CTP Tranche] Rating String Y - [Default Risk Charge].[DRC Sec non-CTP Rating] Region String N - (This is an internal field) Asset Class String N - (This is an internal field) Attachment Double Y - [Default Risk Charge].[DRC Sec non-CTP Attachment] Detachment Double Y - [Default Risk Charge].[DRC Sec non-CTP Detachment] AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) TradeBase UnderlyingDescription
FRTB Accelerator Cubes Guide