Navigation : Cube reference FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 - - DRC - SBM -- Commodity -- CSR non-Sec -- CSR Sec CTP -- CSR Sec non-CTP -- Equity --- Interpretation Note --- Data Model (Core) --- Calculations --- Input Files (Reference Implementation) --- Config Files --- Datastore (Reference Implementation) --- Cube (Reference Implementation) --- Configuration (Core) ---- Bucket Risk Weights ---- Vertices ---- Vega Liquidity Horizons ---- Miscellaneous Parameters -- FX -- GIRR Configuration (Core) This section describes how the calculations are configured for the Equity risk class Schema Bucket Risk Weights
FRTB Accelerator Cubes Guide