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 configuration.html
Configuration files
test ./ test limits.html
Limit monitoring
test ./ test sign-off.html
Sign-Off Approvals
test ./ test cube.html
Data Cubes
test ./ test what-if.html
What-If Analysis
test ./ test datastore.html
Data Stores
test ./ test input-files.html
Input Files
test ./ test dev.html
Developer Guide
test ./ test dev/dev-release.html
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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 dev/dev-sign-off.html
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Sign-Off
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
test ./ test interpret-impl/pl-attribution-tests-and-backtesting.html
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FRTB P&L Attribution Tests and Backtesting
test ./ test interpret-impl/_footer.html
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test ./ test pdf-guides.html
PDF Guides
test ./ test glossary.html
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)
The implementation (that is, the cube specification and file formats) of P&L Attribution Tests and Backtesting
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: