FRTB Input File Formats

This document contains the file formats for the CSV files that can be used by clients as input to the ActivePivot FRTB Accelerator Reference Implementation, for SA, IMA, and IMA Summary.

Sample input files are included in the source distribution. These files are loaded during testing of the reference implementation and provide examples of each of the file types.

What each page shows

For each input file, the format for each row (or record) is shown, followed by a table defining all the fields in a record.