Navigation : Cube reference Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 - - SBM -- Commodity -- CSR non-Sec -- CSR Sec CTP -- CSR Sec non-CTP -- Equity -- FX -- GIRR --- Interpretation Note --- Data Model (Core) --- Calculations --- Input Files (Reference Implementation) --- Config Files --- Datastore (Reference Implementation) --- Cube (Reference Implementation) ---- Schema --- Configuration (Core) Cube (Reference Implementation) This section describes how the Cube schema is used for the GIRR risk class Curvature Schema
FRTB Accelerator Cubes Guide