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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 ...
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]
To gather the necessary information for the logs, two data structures have to be maintained: the dirty page table (DPT) and the transaction table (TT). The dirty page table keeps record of all the pages that have been modified, and not yet written to disk, and the first Sequence Number that caused that page to become dirty.
Query by Example (QBE) is a database query language for relational databases. It was devised by Moshé M. Zloof at IBM Research during the mid-1970s, in parallel to the development of SQL. [1] It is the first graphical query language, using visual tables where the user would enter commands, example elements and conditions.
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.
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".
Title Authors ----- ----- SQL Examples and Guide 4 The Joy of SQL 1 An Introduction to SQL 2 Pitfalls of SQL 1 Under the precondition that isbn is the only common column name of the two tables and that a column named title only exists in the Book table, one could re-write the query above in the following form:
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.