Navigation : Cube reference - Measures - Context values - Dimensions -- [Booking].[Books] -- [Booking].[Categories] -- [Booking].[Desks] -- [Booking].[FRTB Model] -- [Booking].[IRT Desk] -- [Booking].[PLA Zone] -- [Booking].[Trades] -- [Buckets].[Commodity Buckets] -- [Buckets].[CSR non-Sec Buckets] -- [Buckets].[CSR Sec CTP Buckets] -- [Buckets].[CSR Sec non-CTP Buckets] -- [Buckets].[Equity Buckets] -- [Buckets].[FX Buckets] -- [Buckets].[GIRR Buckets] -- [Currencies].[Currency] -- [Dates].[Date] -- [Dates].[TradeDates] -- [Default Risk Charge].[DRC Direction] -- [Default Risk Charge].[DRC Instrument LGD Type] -- [Default Risk Charge].[DRC Maturity] -- [Default Risk Charge].[DRC non-Sec Bucket] -- [Default Risk Charge].[DRC non-Sec Rating] -- [Default Risk Charge].[DRC Obligor] -- [Default Risk Charge].[DRC Scenarios] -- [Default Risk Charge].[DRC Sec non-CTP Attachment] -- [Default Risk Charge].[DRC Sec non-CTP Bucket] -- [Default Risk Charge].[DRC Sec non-CTP Detachment] -- [Default Risk Charge].[DRC Sec non-CTP Rating] -- [Default Risk Charge].[DRC Sec non-CTP Tranche] -- [Default Risk Charge].[DRC Seniority] -- [Double Sums].[Commodity Delta Double Sums] -- [Double Sums].[Commodity Vega Double Sums] -- [Double Sums].[CSR non-Sec Delta Double Sums] -- [Double Sums].[CSR non-Sec Vega Double Sums] -- [Double Sums].[CSR Sec CTP Delta Double Sums] -- [Double Sums].[CSR Sec CTP Vega Double Sums] -- [Double Sums].[CSR Sec non-CTP Delta Double Sums] -- [Double Sums].[CSR Sec non-CTP Vega Double Sums] -- [Double Sums].[Equity Delta Double Sums] -- [Double Sums].[Equity Vega Double Sums] -- [Double Sums].[FX Delta Double Sums] -- [Double Sums].[FX Vega Double Sums] -- [Double Sums].[GIRR Delta Double Sums] -- [Double Sums].[GIRR Vega Double Sums] -- [Epoch].[Epoch] -- [Lookback].[Lookback] -- [Market Data].[CSR non-Sec Rating Category] -- [Market Data].[CSR non-Sec Sector Category] -- [Market Data].[CSR Quality] -- [Market Data].[CSR Rating] -- [Market Data].[CSR Sec CTP Rating Category] -- [Market Data].[CSR Sec CTP Sector Category] -- [Market Data].[CSR Sec non-CTP Rating Category] -- [Market Data].[CSR Sec non-CTP Sector Category] -- [Market Data].[CSR Sector] -- [Market Data].[Equity Issuer Economy] -- [Market Data].[Equity Market Cap] -- [Market Data].[Equity Sector] -- [Market Data].[GIRR Currency] -- [Market Data].[GIRR Curve Types] -- [Market Data].[Underlying] -- [Organization].[BookHierarchy] -- [Organization].[Legal Entities] -- [Organization].[LegalEntityHierarchy] -- [Parameter Sets].[Parameter Set] -- [Risk].[Commodity Location] -- [Risk].[Currencies] -- [Risk].[Data Sets] -- [Risk].[DRC Scenarios] -- [Risk].[FX Counter Currency] -- [Risk].[Idiosyncratic] -- [Risk].[Liquidity Horizons] -- [Risk].[Maturities] -- [Risk].[Model] -- [Risk].[Residual Risk Add On] -- [Risk].[Risk Classes] -- [Risk].[Risk Factor Types] -- [Risk].[Risk Factors] -- [Risk].[Risk Measures] -- [Risk].[Scenarios] -- [Risk].[Vertices] FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 [Risk].[Idiosyncratic] Description Indicates if the exposure comes from an idyosyncrtic risk factor Reference [MAR33.17] Dimension Risk Hierarchy Idiosyncratic Levels [ALL, Idiosyncratic] [Risk].[FX Counter Currency] [Risk].[Liquidity Horizons]
FRTB Accelerator Cubes Guide