PDF Guides

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

Input file formats

FRTB Accelerator Input Data File Formats Version 4.0 - 18JAN2022.pdf

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

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Supplementary information

FRTB Implementation guides for SBM

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

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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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