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 PL Scenario Rank model_eligibility Description Simulated PL rank for each VaR Scenario Hierarchy(ies) required in the view [Risk].[Scenarios] Getting started
FRTB Accelerator Reference Guide v2.4.0