Cube Reference

This section provides documentation of the cubes under the MarketRiskAccelerator catalogue.

You can query any of these cubes:

• VaR-ES Cube - transaction-level risk data for computing tail measures
• Sensitivity Cube - transaction-level sensitivities and greek-based PL
• PLCube - transaction-level PL data
• MRACombinedCube - combined query cube

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