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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- DirectQuery
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Configuration files
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Data Stores
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Database
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Input Data
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Tutorials
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- Data Sanity Check
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- Tips for Validating the Calculations
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- Viewing QIS Numbers
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Interpretation and Implementation of the MAR standard
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Analytics Reference
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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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Limit monitoring
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Sign-Off Approvals
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What-If Analysis
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PDF Guides
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Glossary
Getting started
The FRTB Accelerator
enables a bank or other financial institution to calculate their total Aggregated Capital Requirement in line with the FRTB specifications in BCBS 457.
To get started, if you have no or limited experience with the FRTB Accelerator
, we recommend:
Using this guide
Here's an outline of how this guide is organized to steer you through the stages of the calculation process.
What's New
A brief overview of new features and improvements in the latest FRTB Accelerator.
FRTB Data Model
The default data model provided to support the SA and IMA approaches
DirectQuery
Using DirectQuery in the FRTB Accelerator