FRTB Accelerator Reference Guide

If you are new to the application, we invite you to review the basics.

Step-by-step instructions to navigate data and dashboards. These include running a data health check, validating your calculations, and viewing QIS numbers.

Comprehensive descriptions of the measures and dimensions available for detailed analysis.

File formats for the CSV and CRIF input files.

Definitions of each datastore

These pages describe how we interpret and implement the BCBS 457 specification.