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PDF Guides
Download PDF guides for input file formats, BCBS 457 implementation and other supplementary information.
FRTB Accelerator Input Data File Formats Version 4.1
A list of the input file formats required for the FRTB accelerator.
FRTB Implementation guides for SBM
BCBS 457 Interpretation and implementation guides (zipped file of separate chapters for each class).
FRTB FX Base and Reporting Currencies v1.0 2019-06-28.pdf
Base currency and jurisdictional support