PDF Guides

Download PDF guides for input file formats, BCBS 457 implementation and other supplementary information.

Input file formats

FRTB Accelerator Input Data File Formats Version 5.0

A list of the input file formats required for the FRTB Accelerator.

Database

FRTB_Database_5.0.pdf

The external database schema of the FRTB Accelerator.

Supplementary information

FRTB Implementation guides for SA DRC

BCBS 457 Interpretation and implementation guides for SA DRC (zipped file of separate chapters for each class).

FRTB Implementation guides for SA SBM

BCBS 457 Interpretation and implementation guides for SA SBM (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