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/video-walk-throughs.html
- Video walk-throughs
test ./ test getting-started/frtb-data-model.html
- FRTB Data Model
test ./ test getting-started/directquery.html
- DirectQuery
test ./ test configuration.html
Configuration files
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Data Stores
test ./ test database.html
Database
test ./ test input-files.html
Input Data
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
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Developer Guide
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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
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FRTB Core
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Extending the Solution
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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
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What-If Analysis
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PDF Guides
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Glossary
Getting started
Atoti FRTB 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 Atoti FRTB, 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 version of the Solution.
Video walk-throughs
Video tutorials on various aspects of using Atoti FRTB.
FRTB Data Model
The default data model provided to support the SA and IMA approaches
DirectQuery
Using DirectQuery in the Solution