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 --- Interpretation Note --- Data Model (Core) ---- Sensitivities ---- Risk Factor [MAR10.9] ---- Curve --- Calculations --- Input Files (Reference Implementation) --- Config Files --- Datastore (Reference Implementation) --- Cube (Reference Implementation) --- Configuration (Core) Data Model (Core) This section describes the data used for the GIRR calculations, including how the data is structured. Interpretation Note Sensitivities
FRTB Accelerator Cubes Guide