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 --- Implementation Note --- Data Model (Core) --- Calculations --- Input Files (Reference Implementation) --- Config Files ---- frtb-config.properties --- Datastore (Reference Implementation) --- Cube (Reference Implementation) --- Configuration (Core) -- GIRR Config Files This section describes the reference implementation configuration used for the FX risk class SBM_Curvature_Sensitivities*.csv frtb-config.properties
FRTB Accelerator Cubes Guide