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 Config Files This section describes the reference implementation configuration used for the CSR non-Sec risk class CSR_Bucket_Description_NONSEC*.csv frtb-config.properties
FRTB Accelerator Cubes Guide