Navigation : Cube reference FRTB Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 - - DRC - SBM -- TradeBase -- RiskFactorDescription -- Delta -- Vega -- Curvature -- CommodityBuckets Config Files This section describes the reference implementation configuration used for the Equity risk class Equity_Buckets*.csv frtb-config.properties
FRTB Accelerator Cubes Guide