Using this guide

Here’s an outline of how this guide is organized to steer you through the stages of the calculation process:

Section How it helps
Cube reference Provides comprehensive details on each measure and the associated dimensions and context values (where applicable).
Input file formats, Configuration files, and Datastores sections Explains the data model that the FRTB Accelerator requires to produce the calculations.
FRTB Accelerator interpretation and implementation Joins the dots between the data model, calculations, and configuration parameters to provide a detailed explanation of how the FRTB Accelerator interprets and implements the BCBS 457 specification.
Jurisdictions Walks you through the multi-jurisdiction support provided in the FRTB Accelerator - including the CRR2 parameter set, simultaneous BCBS and CRRS buckets, ERM II, and positive and negative delta sensitivities.
Tutorials Equips you with tools to: validate that your input data is loaded correctly and that your calculations are in compliance with the Basel Framework, as well as view pre-defined Quantitative Impact Study risk metrics for your data.
What-If Analysis Allows you to simulate the effects of changes in the Change book hierarchy, Desk reclassification (IMA/SA), Trade scaling, Datastore changes, and Parameter set changes (including correlation and risk weight).
Glossary Defines key terms used in FRTB Accelerator