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/video-walk-throughs.html - Video walk-throughs test ../../../../../ test getting-started/frtb-data-model.html - FRTB Data Model test ../../../../../ test getting-started/directquery.html - DirectQuery test ../../../../../ test configuration.html Configuration files test ../../../../../ test datastore.html Data Stores test ../../../../../ test database.html Database test ../../../../../ test input-files.html Input Data test ../../../../../ test tutorials.html Tutorials test ../../../../../ test tutorials/data-sanity-check.html - Data Sanity 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 interpret-impl.html Interpretation and Implementation of the MAR standard test ../../../../../ test interpret-impl/acr.html - ACR test ../../../../../ test interpret-impl/acr/sa.html -- SA test ../../../../../ test interpret-impl/acr/sa/key-measures-sa_frtbonly.html --- Key SA Measures test ../../../../../ test interpret-impl/acr/sa/sa-drc.html --- SA DRC test ../../../../../ test interpret-impl/acr/sa/sa-sbm.html --- SA SBM test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity.html ---- Commodity test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a.html ---- Crypto 2a test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a/interpretation-note.html ----- Interpretation Note test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a/data-model-core.html ----- Data Model (Core) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a/calculations.html ----- Calculations test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a/input-files-ref-impl.html ----- Input Files (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a/datastore-ref-impl.html ----- Datastore (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a/cube-ref-impl.html ----- Cube Schema (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/crypto-2a/configuration-core.html ----- Configuration (Core) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-non-sec.html ---- CSR non-Sec test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-sec-ctp.html ---- CSR Sec CTP test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp.html ---- CSR Sec non-CTP test ../../../../../ test interpret-impl/acr/sa/sa-sbm/equity.html ---- Equity test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx.html ---- FX test ../../../../../ test interpret-impl/acr/sa/sa-sbm/girr.html ---- GIRR test ../../../../../ test interpret-impl/acr/ima.html -- IMA test ../../../../../ test interpret-impl/jurisdictions.html - Jurisdictions test ../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html - FRTB P&L Attribution Tests and Backtesting test ../../../../../ test interpret-impl/_footer.html - test ../../../../../ test cube.html Analytics Reference test ../../../../../ test dev.html Developer Guide test ../../../../../ test dev/dev-release.html - Releases and upgrades test ../../../../../ test dev/dev-getting-started.html - Getting Started test ../../../../../ test dev/dev-ui-config.html - Configuring the UI test ../../../../../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../../../../../ test dev/dev-core.html - FRTB Core test ../../../../../ test dev/dev-extensions.html - Extending the Solution test ../../../../../ test dev/dev-tools.html - Configuring Solution tools and methodologies test ../../../../../ test dev/dev-sign-off.html - Sign-Off test ../../../../../ test dev/dev-direct-query.html - DirectQuery test ../../../../../ test limits.html Limit monitoring test ../../../../../ test sign-off.html Sign-Off Approvals test ../../../../../ test what-if.html What-If Analysis test ../../../../../ test pdf-guides.html PDF Guides test ../../../../../ test glossary.html Glossary Cube Schema (Reference Implementation) The following table lists the levels and hierarchies in the Cube schema that are used in the Crypto 2a data model. Data Model Field Cube Level Notes As-Of Date AsOfDate Slicing Hierarchy Trade ID TradeId Risk Class Risk Class “Crypto 2a” Risk Measure Risk Measure “Delta”, “Vega”, “Curvature” Bucket Crypto 2a Bucket Crypto asset Risk Factor Name Risk Factor Sensitivity Tenor / Option Maturity Vertex Analysis Hierarchy Underlying Underlying Crypto asset and exchange for delta/curveture, crpyo asset for vega Location Crypto 2a Exchange Crypto 2a Delta Double Sums Levels for the Delta Double Sums and Correlations Crypto 2a Vega Double Sums Levels for the Vega Double Sums and Correlations Curvature Configuration (Core)