Skip to main content
This section describes the measures and dimensions available for detailed analysis.

​
Dimensions

The Dimensions section documents each dimension’s hierarchies, used to slice and filter measures in the cube.

​
Measures

The Measures section lists measures cube by cube, describing each measure’s calculation method, available variations, required hierarchies, and Basel Framework reference. Measures can also be searched and displayed directly in the “Data Explorer” and “Pivot Table” widgets, described in the Atoti UI User Guide.

​
Context values

The Context values section documents parameters that can be set to provide additional context for a query, in order to obtain more meaningful results. Their default values can be overridden using the “Context Values” drawer in Atoti UI.

​
Cubes

Atoti FRTB exposes the following cubes for querying:
  • StandardisedApproachCube - transaction-level risk data for computing SBM and DRC SA
  • InternalModelApproachCube - transaction-level risk data for computing IM (non-DRC) measures
  • StressCalibrationCube - transaction-level risk data for calibrating IMA Cube
  • IMADRCCube - transaction-level risk data for computing DRC IM metrics
  • IMASummaryCube - pre-aggregated time-series of data for computing historical IM (non-DRC) measures
  • PLCube - transaction-level risk data for computing Value-at-Risk
  • PLSummaryCube - pre-aggregated time-series of PL and Value-at-Risk for model eligibility testing metrics
  • FRTBCombinedCube - combined query cube
Querying the combined FRTBCombinedCube is recommended, since it consolidates all the implemented results. The measures section provides the comprehensive documentation of measures, all of which are available in the “FRTBCombinedCube”.
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). The version of the measure can be selected explicitly by choosing the IMCC.IMASummaryMeasures or IMCC.IMAMeasures measure.