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 Cube (Reference Implementation) This section describes how the Cube schema is used for the GIRR risk class Curvature Schema
FRTB Accelerator Cubes Guide