The Booking dimension contains the following hierarchies:Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
Books
Unique book identifiers.
Categories
Desk categories.
Desks
Unique desk identifiers.
EBA Instrument Type (optional)
This hierarchy is used to indicate the type of EBA instrument. See EBA Reporting Templates for more information.
FRTB Model
Shows the capital treatment of a position: IMA or SA
Inclusion
Flag to determine if a trade should be included in the capital calculations.
IRT Desk
Is Internal Risk Transfer (IRT) Desk (Y/N).
IRT Group
Membership group for IRT Desk. Provided you set
irt-desk-groups.enabled=true, this hierarchy can be used to select which group of books are used in the IRT desk.Netting Set
This hierarchy is used to group trades that can offset each other before calculating the capital requirement.
PLA Zone
Shows PLA Zone for desks (input data): - A: ‘Amber’ - G:‘Green’ - R:‘Red’
Regulatory Book (optional)
This hierarchy is used to indicate which regulatory book the book belongs to. See Regulatory Books for more information.
Trades
Unique trade identifiers. This is a virtual hierarchy.