Navigation :
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User & Reference Guide
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Getting started
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- Using this guide
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- What's New
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- FRTB Data Model
test ./ test tutorials.html
Tutorials
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- Data Health Check
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- Tips for Validating the Calculations
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- Viewing QIS Numbers
test ./ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
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What-If Analysis
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Configuration files
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Data Cubes
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Data Stores
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Input File Formats
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Developer Guide
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Release and migration notes
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Getting Started
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FRTB Reference Implementation
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FRTB Core
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Extending the Accelerator
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Configuring Accelerator tools and methodologies
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FRTB Accelerator Interpretation and Implementation of BCBS 457
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PDF Guides
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Glossary
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.