Navigation : Cube reference FRTB Input File Formats - Common and Booking Files - Core Configuration Files - CRIF Files - SA Input File Formats -- Bucket Files -- DRC Trade Level Files -- SBM Sensitivity-specific Files --- Curvature --- Delta --- Vega - IMA Input Files Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 SBM Sensitivity-specific Files Curvature Delta Vega DRC Trade Level (SA) Curvature
FRTB Accelerator Cubes Guide