Getting started with the FRTB Accelerator

The objective of the FRTB Accelerator is to enable a bank or other financial institution to calculate their total Aggregated Capital Requirement in line with the FRTB specifications in BCBS 457.

To get started, if you have no or limited experience with the FRTB Accelerator, we recommend:

• Viewing these brief tutorials explaining the preconfigured dashboards we provide for key tasks:

  Data health check to help identify any potential issues with your loaded data

  Tips for validating the calculations

  Viewing QIS numbers

• Using the Data Explorer in the application, together with the Cube reference section in the FRTB Accelerator Reference Guide to review measures and dimensions. For information on the Data Explorer, see the ActiveUI User Documentation.

About this guide

Here’s an outline of how this guide is organised to steer you through the stages of the calculation process.

• The Regulatory calculations section provides an overview of the key measures you need to extract from the FRTB Accelerator to comply with the BCBS 457 regulations to compute the Aggregated Capital Requirement. For comprehensive details on each measure and the associated dimensions and context values (where applicable) refer to the FRTB Accelerator Reference Guide.

  The Reference Guide also includes a detailed explanation of how the FRTB Accelerator interprets and implements the BCBS 457 specification.

• The FRTB Data Model section explains the input data, datastore and cube structure that the FRTB Accelerator requires to produce these calculations.

• The preconfigured dashboards provided in the Accelerator cover the basic use cases in FRTB analysis and calculation.

  You can use these as a starting point and replace them over time by creating your own collections of dashboards for presenting and monitoring the results, explaining the numbers and their dynamics, and so on.

• About What-If analysis describes how to fine-tune your analyses with powerful simulations

• The Glossary of FRTB Accelerator terms explains key terms used in the FRTB Accelerator

• For developers, the Developer documentation - Getting Started explains how to set up your FRTB Accelerator project, and provides customisation guidelines and options.