I really think that the signature database ( containing malware signatures and blacklisted dns and domains ) that all antiviruses have are on the device the software has been installed to .... but this not a big deal as most of them have the SAME threats but with different identifications and names and removal methods ( depends on how they did that in their labs ) { they literally cheat from each others } .... BUT THE BIG DEAL is around the AUTO-PROTECT and Sandboxing technologies and ofcourse INTRUSION DETECTION and REAL TIME and END POINT and FIREWALL Features and ANTI-EXPLOITING functions ... those mentioned are all private codes that really took 'em a lot of good work ... these are already implemented algorithms and thresholds and testing functions made when programming the software itself they tend to update those once in a while ( Update program version DOWNLOADING and INSTALLING ESET8.0.3) ... the earlier mentioned ones ( which are databases of signatures and websites ) are on the other hand updated on a daily basis as new threats are identified every day ( update antivirus database DOWNLOADING PACKAGE 7_1_2015_ESET )
So basicall yup you can find the database on your computer with some digging ... I even think you can get that list ( fresh ) somewhere on the internet or darknet ... cant remember its name .. but am sure it is there somewhere
its useless anyway :D unless you need to make sure your codes aren't identified as malicious OR you are thinking about building your own AV :D
ShaalabaZ