Database

Download PDF version of this chapter: FRTB_Database_5.0.pdf

This section provides the database definitions in the FRTB Accelerator .

Here are a few points to note about the database descriptions:

Each cube in the FRTB Accelerator uses a star schema with many-to-one joins radiating out from a base table. The base tables are as follows:

Cube Base Table
StandardisedApproachCube TRADE_BASE

Additionally, there are “isolated” tables that are not part of the star schema but are still used in the cubes.