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
User & Reference Guide
Getting Started This section helps you get up to speed with the FRTB accelerator.
Tutorials Step-by-step instructions to navigate data and dashboards. These include running a data health check, validating your calculations, and viewing QIS numbers.
What-If Analysis Learn about how the Accelerator uses native ActivePivot What-If capabilities to deliver powerful simulation tools.
Configuration files This section describes the format and values in the configuration files provided in the FRTB Reference Implementation.
Cube reference Comprehensive descriptions of the measures and dimensions available for detailed analysis.
Input file formats File formats for the CSV and CRIF input files.
Datastores Definitions of each datastore.
FRTB Accelerator Interpretation and Implementation of BCBS 457 These pages describe how we interpret and implement the BCBS 457 specification.