Navigation : Cube reference FRTB Input File Formats - Common and Booking Files - Core Configuration Files - CRIF Files - SA Input File Formats - IMA Input Files -- Capital Charge Calculation Input Files --- DRC Input Files --- IMCC and SES Input Files -- P&L Attribution Tests and Backtesting File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 Capital Charge Calculation Input Files DRC Input Files IMCC and SES Input Files IMA Input Files DRC Input Files
FRTB Accelerator Cubes Guide