Navigation : Getting started - About - CRR2 support - Glossary Tutorials - Data Health Check - Tips for Validating the Calculations - Viewing QIS Numbers - Workaround for deadlock issue when attempting to create partitions for reference stores Cube reference - Measures -- StandardisedApproach - Dimensions Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 ES Scenario Rank ima Description Computes simulated PL rank for each ES Scenario Hierarchy(ies) required in the view [Risk].[DRC Scenarios] Getting started
FRTB Accelerator Reference Guide v2.4.0