Welcome to the FRTB Accelerator Help Portal
Your source for user guides, developer doc, tutorials and more
Meet the FRTB Accelerator
The FRTB Accelerator is a real-time OLAP solution that offers advanced analytics capabilities for the FRTB Standard Approach and Internal Models Approach as per the BCBS 457 specifications (January 2019). Features include:
- Data model to support the SA and IMA approaches
- Input data file formats using a CSV style
- Flexible set of attributes and dimensions (hierarchies, dimensions, levels of the cube structure)
- Reclassification and what-if analysis
PDF Guides
Input file formats
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FRTB Accelerator (SA) Input Data File Formats Version 2.1-12AUG2019.pdf
- FRTB Accelerator (IMA & IMA Summary) Input Data File Formats Version 2.1-12AUG2019.pdf
Supplementary information
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Last build date: August 13, 2019 11:45