Navigation : Cube reference FRTB Input File Formats 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 CSRBucketDesc Store Field Key CanBeNull Type Cube Field Description Bucket Y String See field in referencing store (TradeBase) Bucket number (1 – 16). RatingCategory String [Market Data].[CSR non-Sec Rating Category] The logical group of ratings. SectorCategory String [Market Data].[CSR non-Sec Sector Category] The logical group of sectors. RiskClass Y String See field in referencing store (TradeBase) AsOfDate Y LOCALDATE[yyyy-mm-dd] See field in referencing store (TradeBase) Timestamp (at close of business) for the data. CommodityBuckets CSRNonSecBucket
FRTB Accelerator Cubes Guide