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About

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:
- A 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 to review measures and dimensions. For information on the Data Explorer, see the ActiveUI User Documentation.

Using this reference guide

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

Section	How it helps
Cube reference	Provides comprehensive details on each measure and the associated dimensions and context values (where applicable).
Input file formats, Datastores and Cube reference sections	Explains the data model that the FRTB Accelerator requires to produce the calculations.
FRTB Accelerator interpretation and implementation	Joins the dots between the data model, calculations, and configuration parameters to provide a detailed explanation of how the FRTB Accelerator interprets and implements the BCBS 457 specification.
CRR2 Support	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.
Glossary	Defines key terms used in the FRTB Accelerator .