Booking - Atoti Hub

Books


Description	Unique book identifiers.
Levels	[ALL, Book]

Desks


Description	Unique desk identifiers.
Reference
Levels	[ALL, Desk]

EBA Instrument Type (optional)


Description	This hierarchy is used to indicate the type of EBA instrument. See EBA Reporting Templates for more information.
Levels	[ALL, EBA Instrument Type (default)]

FRTB Model


Description	Shows the capital treatment of a position: IMA or SA
Levels	[ALL, FRTB Model]

Inclusion


Description	Flag to determine if a trade should be included in the capital calculations.
Levels	[ALL, Inclusion]

In the common MDX context, the “default member” for this hierarchy is “Y”. So, by default all MDX queries will filter on Inclusion=Y. However, if you add the “Inclusion” hierarchy to your query, then you can explicitly control the filtering. While the value of “Y” is a special value (defined for the default filtering), members of the Inclusion level can take any value.

IRT Desk


Description	Is Internal Risk Transfer (IRT) Desk (Y/N).
Levels	[ALL, IRT Desk]

IRT Group (optional)


Description	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.
Levels	[ALL, IRT Group]

Netting Set


Description	This hierarchy is used to group trades that can offset each other before calculating the capital requirement.
Levels	[ALL, Netting Set]

PLA Zone


Description	Shows PLA Zone for desks (input data): - A: ‘Amber’ - G: ‘Green’ - R: ‘Red’
Reference
Levels	[ALL, PLA Zone]

Regulatory Book (optional)


Description	This hierarchy is used to indicate which regulatory book the book belongs to. See Regulatory Books for more information.
Levels	[ALL, Regulatory Book (default)]

Trades


Description	Unique trade identifiers. This is a virtual hierarchy.
Levels	[ALL, TradeId]

​Books

​Desks

​EBA Instrument Type (optional)

​FRTB Model

​Inclusion

​IRT Desk

​IRT Group (optional)

​Netting Set

​PLA Zone

​Regulatory Book (optional)

​Trades