> ## 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.

# FRTB data model

export const productName = "Atoti FRTB";

A data model is provided to support the SA and IMA approaches. This is
the default data model for all data required, and incorporates the
following features:

* Trades with economic and organisational attributes

* Trades, Positions and Sensitivities per Risk Factor and other
  granular data for SA

* Trade Historical P\&Ls, Historical Simulations and other granular
  data for IMA

* Classifications, Books, Desks, Risk Categories, etc.

* Correlations and other constants imposed by regulators

## Components

{productName} comprises six components, each with its own cube.
Each component is also associated with one or more Input File Formats
and Datastore Definitions. The following table lists these cubes, and
provides links to their associated schemas, datastore definitions and
input file formats.

| Cube               | Cube schema                              | Datastore definition                                                                                                          | Input file formats                                                                                                    |
| ------------------ | ---------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------- | --------------------------------------------------------------------------------------------------------------------- |
| SA Cube            | Standardised Approach Cube Schema        | [SA Datastore Definition](../datastore/standardisedapproach)<br /><br />[Global Datastore Definition](../datastore/global)    | [SA Input Files](../input-files/sa_input_files)                                                                       |
| IMA Cube           | Internal Models Approach Cube Schema     | [IMA Datastore Definition](../datastore/internalmodelsapproach)<br /><br />[Global Datastore Definition](../datastore/global) | [IMA and IMA Summary Input Files](../input-files/ima_input_files)                                                     |
| IMA DRC Cube       | Internal Models Approach DRC Cube Schema | [IMA Datastore Definition](../datastore/internalmodelsapproach)                                                               | [DRC Files](../input-files/ima_input_files/capital_charge_calculation/drc)                                            |
| P\&L Cube          | Profit & Loss Cube Schema                | [IMA Datastore Definition](../datastore/internalmodelsapproach)                                                               | [P\&L Attribution Tests and Backtesting File Formats](../input-files/ima_input_files/pl_attributiontests_backtesting) |
| P\&L Summary Cube  | Profit & Loss Summary Cube Schema        | [IMA Datastore Definition](../datastore/internalmodelsapproach)                                                               | [PL Summary](../input-files/pl-summary)                                                                               |
| FRTB Combined Cube | FRTB Combined Cube Schema                | Not backed by any datastore.See note below                                                                                    | Input file formats the same as for all the other cubes put together                                                   |

<Note>
  The FRTB Combined Cube is a query node that is built from the other
  cubes. As such, it contains the union of all the hierarchies and
  measures from the other cubes.
</Note>

## Input Data File Formats

Input data file formats using a CSV style are provided.

<Note>
  Customer Override for the Data Model

  Pre-defined data model is available, but it is possible to easily adapt
  this to the bank’s own source formats. Each bank will then own their own
  data model and be able to change classifications etc. that are not fully
  defined by the regulators. This means a customer implementation can
  override the 'out of the box' functionality so that input data can be
  sourced from other systems and database technologies.
</Note>

For further information, see [FRTB Input File Formats](../input-files/index).

## Datastore Definitions

For further information, see [FRTB Datastore Configuration](../datastore/index) .

## Pre-defined Cubes

It is possible to have pre-defined cubes (for each of the {productName} Components) with all Measures set in advance or to let users
dynamically select Measures and instantiate them on-the-fly in the cubes
(ActiveMeasures).

A flexible set of attributes and dimensions (hierarchies, dimensions,
levels of the cube structure) is supplied for each of the Solution
components (cubes).

For further information, see [FRTB Cube Configuration](../cube/dimensions/index) .

## ETL (Extract, Transform and Load)

As part of the data loading process, the ETL layer handles data
manipulation between the file format and the internal datastore
structure. For the various files, this can include Vectorization,
Interpolation, and Normalization.

For further information, see [FRTB ETL (Extract/Transform/Load)](../dev/dev-ref-impl/dev-etl/index).