FRTB Accelerator Reference Guide v2.4.0Getting started
Here's an outline of how this guide is organised to steer you through the stages of the calculation process.
This page walks you through the CRR2 support provided in the FRTB Accelerator - including the CRR2 parameter set, simultaneous BCBS and CRRS buckets, ERM II, and positive and negative delta sensitivities.
Definitions of the key terms used within the FRTB Accelerator.