FRTB Accelerator Developer Guide

The FRTB Accelerator is a real-time OLAP solution that offers advanced analytics capabilities for the FRTB Standardised Approach and Internal Models Approach as per the BCBS 457 specifications (January 2019).

Getting Started

This section provides guidance on setting up your environment, working with the Reference Implementation, configuring calculations, managing bookmarks, and customising the FRTB Accelerator.

FRTB Reference Implementation

This section explains the elements provided in the FRTB Reference Implementation; input file formats, DLC (data load controller), ETL (extract / transform / load), datastore and cube configurations

FRTB Core

Use the DrPivot tool to investigate the measures and PostProcessors that are employed within your ActivePivot Accelerator projects.

Calculation Configuration

Learn about the tools available for configuring the drill-in functionality, stressed period, and maturity converters for DRC PnL

Managing Bookmarks

Use the pre-configured Bookmark Tool to export and import bookmarks to and from a directory structure.

Extending the Accelerator

Walk-throughs of how to extend the Accelerator, configure cubes with Java, plus general guidelines for developing and testing on the Accelerator

Release Notes

Details of the new features, improvements, fixes and known issues in the Accelerator

Migration Notes

Sets out the changes required to migrate to the stated version of the Accelerator