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
Limit monitoring
The Accelerator uses the separate Limits Module to handle the limit monitoring workflow. Limits is a comprehensive workflow solution that lets you create, update, and approve limits easily. It enables you to:
Map the limits definitions onto the monitored data.
Audit, control, and verify the business in compliance with the risk appetite framework.
Perform root cause analysis by drilling into the monitored data.
Set proactive alerts and complete limit monitoring in a timely manner.
Perform intra-day or end-of-day limit checks.
Trace the audit trail, automate the escalation process.
For details, see Integrating the Limits Module .