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
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../../../../../ test interpret-impl/acr.html
-
ACR
test ../ test interpret-impl/jurisdictions.html
-
Jurisdictions
test ../ test interpret-impl/jurisdictions/parameter-sets.html
-- Parameter Sets
test ../ test interpret-impl/jurisdictions/crr2_frtbonly.html
-- CRR2 support
test ../ test interpret-impl/jurisdictions/crr3_frtbonly.html
-- CRR3 support
test ../ test interpret-impl/pl-attribution-tests-and-backtesting.html
-
FRTB P&L Attribution Tests and Backtesting
test ../ test interpret-impl/_footer.html
-
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
Jurisdictions
This section describes the multiple jurisdiction support provided by the FRTB Accelerator
.
The FRTB Accelerator allows configurable sets of parameters to be associated with a jurisdiction. It also allows the choice of jurisdiction to be made at query time via a filter.