Navigation :
test ./ test user-ref.html
User & Reference Guide
test ./ test getting-started.html
Getting started
test ./ test getting-started/using-this-guide.html
- Using this guide
test ./ test getting-started/whats-new.html
- What's New
test ./ test getting-started/frtb-data-model.html
- FRTB Data Model
test ./ test tutorials.html
Tutorials
test ./ test tutorials/data-health-check.html
- Data Health Check
test ./ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ./ test tutorials/viewing-qis-numbers.html
- 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
test ./ test what-if.html
What-If Analysis
test ./ test configuration.html
Configuration files
test ./ test cube.html
Data Cubes
test ./ test datastore.html
Data Stores
test ./ test input-files.html
Input File Formats
test ./ test dev.html
Developer Guide
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Release and migration notes
test ./ test dev/dev-getting-started.html
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Getting Started
test ./ test dev/dev-ref-impl.html
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FRTB Reference Implementation
test ./ test dev/dev-core.html
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FRTB Core
test ./ test dev/dev-extensions.html
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Extending the Accelerator
test ./ test dev/dev-tools.html
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Configuring Accelerator tools and methodologies
test ./ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ./ test interpret-impl/acr.html
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ACR
test ./ test interpret-impl/jurisdictions.html
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Jurisdictions
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test ./ test pdf-guides.html
PDF Guides
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Glossary
FRTB Accelerator Interpretation and Implementation of BCBS 457
These pages describe how the FRTB Accelerator
interprets and implements the BCBS 457 specification. Including:
The data model used in the FRTB Accelerator
The calculations (including measures and hierarchies)
Configuration parameters
How the model fits into the reference implementation (input files, datastore, cube)
Note
This document focuses on the data and analytics for BCBS 457. For broader information, please see the relevant parts of the FRTB Accelerator
documentation set: