Navigation : Cube reference FRTB Input File Formats Datastores - - Global Datastore Definition - Internal Models Approach Datastore Definition - Parameter Set Datastore Definition - Standardised Approach Datastore Definition FRTB Accelerator Interpretation and Implementation of BCBS 457 Datastores This section provides the datastore definitions in the FRTB Accelerator. PL VaR Vector
FRTB Accelerator Cubes Guide