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
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Tutorials
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- Data Health Check
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- Tips for Validating the Calculations
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- Viewing QIS Numbers
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- Workaround for deadlock issue when attempting to create partitions for reference stores
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Configuration files
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Limit monitoring
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Sign-Off Approvals
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Data Cubes
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What-If Analysis
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Data Stores
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Input Files
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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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Sign-Off
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FRTB Accelerator Interpretation and Implementation of BCBS 457
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PDF Guides
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Glossary
Developer Guide
Welcome to the FRTB Accelerator
Developer
Guide
Release and migration notes
Details of the new features, improvements, fixes and known issues in the Accelerator, plus changes required to migrate to the stated version of the Accelerator
Getting Started
This section provides guidance on setting up your environment, working with the Reference Implementation, configuring calculations, managing bookmarks, and customising the FRTB Accelerator.
FRTB Reference Implementation
This section explains the elements provided in the FRTB Reference Implementation; input file formats, DLC (data load controller), ETL (extract / transform / load), datastore and cube configurations
FRTB Core
Use the DrPivot tool to investigate the measures and PostProcessors that are employed within your ActivePivot Accelerator projects.
Extending the Accelerator
This section explains how to use the available extensions and configure cubes with Java. It also provides guidelines for developing on the Accelerator.
Configuring Accelerator tools and methodologies
Learn about the tools available for configuring bookmarks, the drill-in functionality, stressed period, and maturity converters for DRC PnL
Sign-Off
Details of the Sign-Off API and supported sign-off adjustments