Oracle Corporation
SYSTEM AND METHOD FOR AGGREGATING VALUES THROUGH RISK DIMENSION HIERARCHIES IN A MULTIDIMENSIONAL DATABASE ENVIRONMENT

Abstract:

In accordance with an embodiment, described herein is a system and method for aggregating values through risk dimension hierarchies to create risk models in a multidimensional database. The system can include a cube that stores a plurality of standard risk measures organized into different risk dimension hierarchies, and a pluggable calculation engine executing a plurality of scripts to dynamically operate on any value in the cube. The system can aggregate values through the plurality of risk dimensional hierarchies, and either store an aggregated value against a dimension member, or dynamically calculate the aggregated value on demand. By aggregating values through the risk dimension hierarchies, a plurality of risk models can be built to measure a variety of risks.