Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-health-check.html
- Data Health Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test configuration.html
Configuration files
test ../ test sign-off.html
Sign-Off Approvals
test ../ test cube.html
Data Cubes
test ../ test what-if.html
What-If Analysis
test ../ test datastore.html
Data Stores
test ../ test datastore/readme_frtbonly.html
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test ../ test input-files.html
Input Files
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
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Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
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FRTB Reference Implementation
test ../ test dev/dev-core.html
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FRTB Core
test ../ test dev/dev-extensions.html
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Extending the Accelerator
test ../ test dev/dev-tools.html
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Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
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Sign-Off
test ../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
Global Datastore Definition
This section describes stores that are common to all cubes. This includes FX rates and trade booking.
FX Rates
The FX rates are stored in the FXRates store.
Trade Booking
The TradeMapping store maps trades to books and legal entities by TradeId and AsOfDate .
Note: This mapping is only used for the trade-level cubes.
In the IMA, there are some summary cubes that do not include a trade-level and, for these, each fact is at the book and legal entity level.
The multi-level book organizational hierarchy is indexed by Book and AsOfDate .
It is built from the BookParentChild store
and stored in the BookHierarchy store.
The multi-level legal entity organizational hierarchy is indexed by LegalEntity and AsOfDate .
It is built from the LegalEntityParentChild store
and stored in the LegalEntityHierarchy store.
The LegalEntityAttributes store provides a description of the legal entities.