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Download PDF guides for input file formats, BCBS 457 implementation and other supplementary information.
FRTB Accelerator Input Data File Formats Version 3.1 - 12NOV2021.pdf
A list of the input file formats required for the FRTB accelerator.
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FRTB Implementation guides for SBM
BCBS 457 Interpretation and implementation guides (zipped file of
separate chapters for each class).
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FRTB Accelerator PLAT and Backtesting v2.0 2019-06-27.pdf
Accelerator cube specification and file format for P&L attribution
testing and backtesting
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FRTB FX Base and Reporting Currencies v1.0 2019-06-28.pdf
Base currency and jurisdictional support
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