Standardised approach database definition

The SA Cube Schema starts with the SASENSITIVITIES table, which is an index to all the facts in the SA Cube.

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Trade Description

The TRADE_MAPPING table places each trade in the organizational hierarchy. See Global section for more details. The SA_TRADE_DESCRIPTION table provides trade-level data.

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Risk Factor Descriptions

The SASENSITIVITIES table references the risk-factor descriptions for all SA facts. The risk-factor description starts with the RISK_FACTOR_DESCRIPTION table, which contains the description of risk-factor (independent of the underlying). The RISK_FACTOR_DESCRIPTION contains references to the follow tables:

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Sensitivities

The SASENSITIVITIES table holds all sensitivities.