Navigation : Cube reference FRTB Input File Formats Datastores - - Global Datastore Definition - Internal Models Approach Datastore Definition -- DRCIMABase -- DRCIMASummaryBase -- DRCScenarios -- IMA Summary -- IMAHistory -- IMARiskFactors -- IMATrades -- IMAVaRPL -- PL -- PLSummary -- Scenarios -- VaRPLScenarios - Parameter Set Datastore Definition - Standardised Approach Datastore Definition FRTB Accelerator Interpretation and Implementation of BCBS 457 IMAHistory Store Field Key CanBeNull Type Cube Field Description Desk Y String IMCC Double[] SES Double[] AsOfDate Y LOCALDATE[yyyy-mm-dd] See field in referencing store (IMATrades) Timestamp (at close of business) for the data. IMA Summary IMARiskFactors
FRTB Accelerator Cubes Guide