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 Input File Formats Datastores FRTB Accelerator Interpretation and Implementation of BCBS 457 - - DRC -- DRC non-Sec -- DRC Sec non-CTP - SBM DRC This section describes how the DRC risk classes are implemented and how the BCBS 457 specification is interpreted. DRC non-Sec
FRTB Accelerator Reference Guide v2.4.0