Navigation : Cube reference Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 - - SBM -- Commodity --- Data Model (Core) --- Calculations --- Input Files (Reference Implementation) --- Config Files ---- frtb-config.properties --- Datastore (Reference Implementation) --- Cube (Reference Implementation) --- Configuration (Core) -- CSR non-Sec -- CSR Sec CTP -- CSR Sec non-CTP -- Equity -- FX -- GIRR Config Files This section describes the reference implementation configuration used for the Commodity risk class Commodity_Buckets*.csv frtb-config.properties
FRTB Accelerator Cubes Guide