Standardised Approach Database Definition

The SA Cube Schema starts with the SASENSITIVITIES table, which is an index to all the facts in the SA Cube.

Trade Description

The TRADE_MAPPING table places each trade in the organizational hierarchy. See Global section for more details.

The SA_TRADE_DESCRIPTION table provides trade-level data.

Risk Factor Descriptions

The SASENSITIVITIES table references the risk-factor descriptions for all SA facts.

The risk-factor description starts with the RISK_FACTOR_DESCRIPTION table, which contains the description of risk-factor (independent of the underlying).

The RISK_FACTOR_DESCRIPTION contains references to the follow tables:

Risk Class	Underlying Store
GIRR, CSR non-Sec, CSR Sec non-CTP, CSR Sec CTP, Equity, Commodity, FX	UNDERLYING_DESCRIPTION
DRC non-Sec	OBLIGOR
DRC Sec non-CTP	TRANCHE
RRAO	RRAO

Sensitivities

The SASENSITIVITIES table holds all sensitivities.