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 - SBM -- Commodity -- CSR non-Sec -- CSR Sec CTP --- Implementation Note --- Data Model (Core) --- Calculations --- Input Files (Reference Implementation) --- Config Files --- Datastore (Reference Implementation) --- Cube (Reference Implementation) --- Configuration (Core) -- CSR Sec non-CTP -- Equity -- FX -- GIRR CSR Sec CTP This section describes how the SBM CSR Sec CTP Risk Class is implemented and how the BCBS 457 specification is interpreted. Miscellaneous Parameters Implementation Note
FRTB Accelerator Reference Guide v2.4.0