| Store Field | Key | CanBeNull | Type | Cube Field | Description |
|---|---|---|---|---|---|
| NbExceptions | Y | N | Int | The number of exceptions encountered in the backtesting of the bank’s daily VaR. | |
| Multiplier | N | N | Double | The multiplier used in the calculation of the aggregated charge associated with approved desks (See BCBS 457 MAR32.9). | |
| AsOfDate | Y | N | LOCALDATE[yyyy-mm-dd] | Timestamp (at close of business) for the data. | |
| ParameterSet | Y | N | String | The parameter set to which the multiplier belongs (default = BCBS). |