FRTB Accelerator version 2.3.0 is out - Go to latest documentation

Welcome to the FRTB Accelerator Help Portal

Your source for user guides, developer doc, tutorials and more

Version 2.3.0 is out - Go to latest documentation

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

Supplementary information