Navigation : Cube reference FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 - - DRC - SBM -- Commodity -- CSR non-Sec --- Data Model (Core) ---- Sensitivities ---- Risk Factor [MAR10.9] ---- Issuer ---- Bucket [MAR10.11] --- Calculations --- Input Files (Reference Implementation) --- Config Files --- Datastore (Reference Implementation) --- Cube (Reference Implementation) --- Configuration (Core) -- CSR Sec CTP -- CSR Sec non-CTP -- Equity -- FX -- GIRR Data Model (Core) This section describes the data used for the CSR non-Sec calculations, including how the data is structured. CSR non-Sec Sensitivities
FRTB Accelerator Cubes Guide