Navigation : Cube reference FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 - - DRC - SBM -- Commodity -- CSR non-Sec -- CSR Sec CTP -- CSR Sec non-CTP -- Equity -- FX -- GIRR SBM This section describes how the SBM risk classes are implemented and how the BCBS 457 specification is interpreted. CRIF Commodity
FRTB Accelerator Cubes Guide