Navigation :
test ../../ test user-ref.html
User & Reference Guide
test ../../ test getting-started.html
Getting started
test ../../ test getting-started/using-this-guide.html
- Using this guide
test ../../ test getting-started/whats-new.html
- What's New
test ../../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../../ test tutorials.html
Tutorials
test ../../ test tutorials/data-health-check.html
- 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
test ../../ test what-if.html
What-If Analysis
test ../../ test datastore.html
Data Stores
test ../../ test input-files.html
Input Files
test ../../ test input-files/common.html
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Common and Booking Files
test ../../ test input-files/configuration.html
-
Core Configuration Files
test ../../ test input-files/crif.html
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CRIF Files
test ../../ test input-files/sa_input_files.html
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SA Input File Formats
test ../../ test input-files/sa_input_files/buckets.html
--
Bucket Files
test ../../ test input-files/sa_input_files/drc_trade_level.html
--
DRC Trade Level Files
test ../../ test input-files/sa_input_files/overrides.html
--
Overrides
test ../../ test input-files/sa_input_files/sbm_sensitivity-specific.html
--
SBM Sensitivity-specific Files
test ../../ test input-files/curvature.html
--- Curvature
test ../../ test input-files/delta.html
--- Delta
test ../../ test input-files/vega.html
--- Vega
test ../../ test dev.html
Developer Guide
test ../../ test dev/dev-release.html
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Release and migration notes
test ../../ test dev/dev-getting-started.html
-
Getting Started
test ../../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../../ test dev/dev-core.html
-
FRTB Core
test ../../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../../ test dev/dev-tools.html
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Configuring Accelerator tools and methodologies
test ../../ test dev/dev-sign-off.html
-
Sign-Off
test ../../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../../ test pdf-guides.html
PDF Guides
test ../../ test glossary.html
Glossary
SBM Sensitivity-specific Files
The FRTB Accelerator uses the following SBM Sensitivity input files natively to load sensitivity information, in addition to the SA DRC Trade Level input file:
The native formats offer enhanced support and features such as multiple jurisdictions, and better reporting. However, you can use [CRIF](/input-files/crif.html) (Common Risk Interchange Format) as an alternative to the native sensitivity input files. CRIF input files should be created according to the standard ISDA CRIF. For details on how to become a licensed CRIF user, contact ISDA at analytics@isda.org.