Navigation :
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User & Reference Guide
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Getting started
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- Using this guide
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- What's New
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- FRTB Data Model
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Tutorials
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- Data Health Check
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- Tips for Validating the Calculations
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- Viewing QIS Numbers
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- Workaround for deadlock issue when attempting to create partitions for reference stores
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Configuration files
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Sign-Off Approvals
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Data Cubes
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What-If Analysis
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Data Stores
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Input Files
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Developer Guide
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Release and migration notes
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Getting Started
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FRTB Reference Implementation
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FRTB Core
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Extending the Accelerator
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Configuring Accelerator tools and methodologies
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Sign-Off
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FRTB Accelerator Interpretation and Implementation of BCBS 457
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PDF Guides
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Glossary
Getting started
The FRTB Accelerator
enables a bank or other financial institution to calculate their total Aggregated Capital Requirement in line with the FRTB specifications in BCBS 457.
To get started, if you have no or limited experience with the FRTB Accelerator
, we recommend:
Using this guide
Here's an outline of how this guide is organized to steer you through the stages of the calculation process.
What's New
A brief overview of new features and improvements in the latest FRTB Accelerator.
FRTB Data Model
The default data model provided to support the SA and IMA approaches