Database

Download PDF version of this chapter: MR_Database_5.4.pdf

This section provides the database definitions in the Atoti Market Risk.

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

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

Cube Base Table
PnL Cube PNL
Sensitivities Cube TRADE_SENSITIVITIES
VaR-ES Cube TRADEPNLS

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