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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 hierarchical query is a type of SQL query that handles hierarchical model data. They are special cases of more general recursive fixpoint queries, which compute transitive closures. In standard SQL:1999 hierarchical queries are implemented by way of recursive common table expressions (CTEs).
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 ).
SQL/XML or XML-Related Specifications is part 14 of the Structured Query Language (SQL) specification. In addition to the traditional predefined SQL data types like NUMERIC, CHAR, TIMESTAMP, ... it introduces the predefined data type XML together with constructors, several routines, functions, and XML-to-SQL data type mappings to support ...
Microsoft SQL Server (Structured Query Language) is a proprietary relational database management system developed by Microsoft.As a database server, it is a software product with the primary function of storing and retrieving data as requested by other software applications—which may run either on the same computer or on another computer across a network (including the Internet).
A data structure known as a hash table.. In computer science, a data structure is a data organization and storage format that is usually chosen for efficient access to data. [1] [2] [3] More precisely, a data structure is a collection of data values, the relationships among them, and the functions or operations that can be applied to the data, [4] i.e., it is an algebraic structure about data.