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 --- Datastore (Reference Implementation) --- Cube (Reference Implementation) ---- Schema --- Configuration (Core) -- GIRR Cube (Reference Implementation) This section describes how the Cube schema is used for the FX risk class FxBuckets Schema
FRTB Accelerator Cubes Guide