Bridge Table - Linking Facts ?

We are recording 2 sets of facts - Financial Trades and Trade Warnings. Trades Warnings occur when a certain set of related Financial Trades hit some programmed criteria. We need to to link the Trade Warning with the Financial Trades that caused the warning.

Clearly in normal E-R modelling we could create a many-to-many association (a single Financial Trade can be linked to multiple Warnings and visa-versa). Whilst it is considered 'bad form' to link (and potentially join) FACT tables I can't see any other way to do it. What are the alternatives ? And if we do create this Bridge table, is it a fact , a dimension or something else e.g. 'BRIDGE' ?

It is not bad form to join fact tables. You do this by "drilling across" using a common (i.e. conformed) dimension. A bridge table allows for a fact to relate to a given dimension 1..n times. Some folks like to add an allocation amount to the bridge table for financial transactions or in health care the primary diagnosis for example.