The YYYY_MM_DD format works under all II_DATE_FORMAT's
so here is my solution:

select c(date_part('year', 'today'))+'_'+c(date_part('month', 'today'))
+'_'+c(date_part('day', 'today'))

or if you want leading zeros:

select right(varchar(date_part('year', 'today')+10000),4) + '_'
+ right(varchar(date_part('month', 'today')+100),2) + '_'
+ right(varchar(date_part('day', 'today')+100),2)

Mike