PDF Guides

Input file formats

FRTB Accelerator Input Data File Formats Version 3.0.pdf

A list of the input file formats required for the FRTB accelerator.

Last updated: September 19, 2022 01:46

FRTB Implementation guides for SBM

BCBS 457 Interpretation and implementation guides (zipped file of separate chapters for each class).

Last updated: September 19, 2022 01:46

FRTB Accelerator PLAT and Backtesting v2.0 2019-06-27.pdf

Accelerator cube specification and file format for P&L attribution testing and backtesting

Last updated: September 19, 2022 01:46

FRTB FX Base and Reporting Currencies v1.0 2019-06-28.pdf

Base currency and jurisdictional support

Last updated: September 19, 2022 01:46