Navigation :
test ../../ test user-ref.html
User & Reference Guide
test ../../ test getting-started.html
Getting started
test ../../ test getting-started/using-this-guide.html
- Using this guide
test ../../ test getting-started/whats-new.html
- What's New
test ../../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../../ test getting-started/directquery.html
- DirectQuery
test ../../ test configuration.html
Configuration files
test ../../ test datastore.html
Data Stores
test ../../ test database.html
Database
test ../../ test input-files.html
Input Data
test ../../ test input-files/configuration.html
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Core Configuration Files
test ../../ test input-files/crif.html
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CRIF Files
test ../../ test input-files/reference-booking.html
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Reference and Booking Files
test ../../ test input-files/sa_input_files.html
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SA Input File Formats
test ../../ test input-files/sa_input_files/buckets.html
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Bucket Files
test ../../ test input-files/sa_input_files/drc_trade_level.html
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DRC Trade Level Files
test ../../ test input-files/sa_input_files/overrides.html
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Overrides
test ../../ test input-files/sa_input_files/sbm_sensitivity-specific.html
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SBM Sensitivity-specific Files
test ../../ test input-files/curvature.html
--- Curvature
test ../../ test input-files/delta.html
--- Delta
test ../../ test input-files/vega.html
--- Vega
test ../../ test input-files/stress-calibration.html
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Stress Calibration Input Files
test ../../ test tutorials.html
Tutorials
test ../../ test tutorials/data-sanity-check.html
- Data Sanity Check
test ../../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../../ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../../ test cube.html
Analytics Reference
test ../../ test dev.html
Developer Guide
test ../../ test dev/dev-release.html
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Release and migration notes
test ../../ test dev/dev-getting-started.html
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Getting Started
test ../../ test dev/dev-ui-config.html
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Configuring the UI
test ../../ test dev/dev-ref-impl.html
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FRTB Reference Implementation
test ../../ test dev/dev-core.html
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FRTB Core
test ../../ test dev/dev-extensions.html
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Extending the Solution
test ../../ test dev/dev-tools.html
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Configuring Solution tools and methodologies
test ../../ test dev/dev-sign-off.html
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Sign-Off
test ../../ test dev/dev-direct-query.html
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DirectQuery
test ../../ test limits.html
Limit monitoring
test ../../ test sign-off.html
Sign-Off Approvals
test ../../ test what-if.html
What-If Analysis
test ../../ test pdf-guides.html
PDF Guides
test ../../ test glossary.html
Glossary
SBM Sensitivity-specific Files
Atoti FRTB uses the following SBM Sensitivity input files natively to load sensitivity information, in addition to the SA DRC Trade Level input file:
The native formats offer enhanced support and features such as multiple jurisdictions, and better reporting. However, you can use CRIF (Common Risk Interchange Format) as an alternative to the native sensitivity input files. CRIF input files should be created according to the standard ISDA CRIF.
For details on how to become a licensed CRIF user, contact ISDA at analytics@isda.org .