Navigation :
test ../../ test user-ref.html
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
test ../../ test tutorials.html
Tutorials
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- Data Health Check
test ../../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../../ test configuration.html
Configuration files
test ../../ test sign-off.html
Sign-Off Approvals
test ../../ test cube.html
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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Common and Booking Files
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Core Configuration Files
test ../../ test input-files/crif.html
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CRIF Files
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SA Input File Formats
test ../../ test dev.html
Developer Guide
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Release and migration notes
test ../../ test dev/dev-getting-started.html
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Getting Started
test ../../ test dev/dev-ref-impl.html
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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
P&L Attribution Tests and Backtesting File Formats
The following three subsections describe the content of the input files for the PL Summary Cube (a single input file called the PL Summary file) and the PL Granular Cube (two input files called the PL VaR Vector file and the PL VaR Scenario file). Each sub-section provides descriptions of the formats of the required input files.