Analytics Reference

This section describes the measures and dimensions available for detailed analysis.

You can query any of these cubes available in Atoti FRTB:

We recommend querying the combined FRTBCombinedCube, since it consolidates all the implemented results. The measures section provides the comprehensive documentation of measures, all of them are available in the “FRTBCombinedCube”.

tip

The FRTBCombinedCube will display the measures from the original cubes “as is” in most cases. However, when the same measure is available from two cubes (for instance, IMCC in the IMASummaryCube and in the InternalModelApproachCube), the combined result (IMCC) will show the most granular source by default (in this case, the InternalModelApproach cube). You have an option to select the version of the measure explicitly by choosing the IMCC.IMASummaryMeasures or IMCC.IMAMeasures measure.