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FRTB Accelerator Documentation

Welcome to the FRTB Accelerator Documentation

    User and Reference Guide

    Consult descriptions of the FRTB cubes data elements: measures, context values, hierarchies, datastores, and input files. Plus learn about using the FRTB accelerator, including processes for checking your data, QIS, CRR2, and WhatIf simulations.

    Developer Guide

    Learn about setting up your environment, working with the Reference Implementation, configuring calculations, managing bookmarks, and customizing the FRTB Accelerator.

    PDF Guides

    Download PDF guides for input file formats, BCBS 457 implementation, and other supplementary information.

    Release Notes

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

    Migration Notes

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

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