Welcome to the FRTB Accelerator Help Portal

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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