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The FRTB revisions address deficiencies relating to the existing [8] Standardised approach and Internal models approach [9] and particularly revisit the following: . The boundary between the "trading book" and the "banking book": [10] i.e. assets intended for active trading; as opposed to assets expected to be held to maturity, usually customer loans, and deposits from retail and corporate ...
The nested set model is a technique for representing nested set collections (also known as trees or hierarchies) in relational databases.. It is based on Nested Intervals, that "are immune to hierarchy reorganization problem, and allow answering ancestor path hierarchical queries algorithmically — without accessing the stored hierarchy relation".
A common table expression, or CTE, (in SQL) is a temporary named result set, derived from a simple query and defined within the execution scope of a SELECT, INSERT, UPDATE, or DELETE statement. CTEs can be thought of as alternatives to derived tables ( subquery ), views , and inline user-defined functions.
Because of its two-step aggregation, capital allocation between trading desks (or even asset classes) is challenging; thus making it difficult to fairly calculate each desk's risk-adjusted return on capital. Various methods are then proposed here. [3]
The database schema is the structure of a database described in a formal language supported typically by a relational database management system (RDBMS). The term " schema " refers to the organization of data as a blueprint of how the database is constructed (divided into database tables in the case of relational databases ).
Database refactoring does not change the way data is interpreted or used and does not fix bugs or add new functionality. Every refactoring to a database leaves the system in a working state, thus not causing maintenance lags, provided the meaningful data exists in the production environment.
Conjunctive queries without distinguished variables are called boolean conjunctive queries.Conjunctive queries where all variables are distinguished (and no variables are bound) are called equi-join queries, [1] because they are the equivalent, in the relational calculus, of the equi-join queries in the relational algebra (when selecting all columns of the result).
SQL includes operators and functions for calculating values on stored values. SQL allows the use of expressions in the select list to project data, as in the following example, which returns a list of books that cost more than 100.00 with an additional sales_tax column containing a sales tax figure calculated at 6% of the price.