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 dev.html Developer Guide test ../../../../../ test dev/dev-release.html - 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 - 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 interpret-impl/acr.html - ACR test ../../../../../ test interpret-impl/acr/sa.html -- SA test ../../../../../ test interpret-impl/acr/sa/key-measures-sa.html --- Key SA Measures test ../../../../../ test interpret-impl/acr/sa/sa-sbm.html --- SBM test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity.html ---- Commodity test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/data-model-core.html ----- Data Model (Core) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/calculations.html ----- Calculations test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/input-files-ref-impl.html ----- Input Files (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/config-files.html ----- Config Files test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/datastore-ref-impl.html ----- Datastore (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/cube-ref-impl.html ----- Cube Schema (Reference Implementation) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/configuration-core.html ----- Configuration (Core) test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/bucket-risk-weights.html ------ Bucket Risk Weights test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/intra-bucket-corr.html ------ Intra-Bucket Correlations test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/vertices.html ------ Vertices test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/vega-liq-hor.html ------ Vega Liquidity Horizons test ../../../../../ test interpret-impl/acr/sa/sa-sbm/commodity/configuration-core/misc-param.html ------ Miscellaneous Parameters test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-non-sec.html ---- CSR non-Sec test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-sec-ctp.html ---- CSR Sec CTP test ../../../../../ test interpret-impl/acr/sa/sa-sbm/csr-sec-non-ctp.html ---- CSR Sec non-CTP test ../../../../../ test interpret-impl/acr/sa/sa-sbm/equity.html ---- Equity test ../../../../../ test interpret-impl/acr/sa/sa-sbm/fx.html ---- FX test ../../../../../ test interpret-impl/acr/sa/sa-sbm/girr.html ---- GIRR test ../../../../../ test interpret-impl/acr/ima.html -- IMA test ../../../../../ test interpret-impl/jurisdictions.html - Jurisdictions test ../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html - FRTB P&L Attribution Tests and Backtesting test ../../../../../ test interpret-impl/_footer.html - test ../../../../../ test pdf-guides.html PDF Guides test ../../../../../ test glossary.html Glossary Configuration (Core) This section describes how the calculations are configured for the Commodity risk class Cube Schema (Reference Implementation) Bucket Risk Weights