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 test ../ test datastore.html Data Stores test ../ test database.html Database test ../ test input-files.html Input Data test ../ test input-files/configuration.html - Core Configuration Files test ../ test input-files/crif.html - CRIF Files test ../ test input-files/reference-booking.html - Reference and Booking Files test ../ test input-files/sa_input_files.html - SA Input File Formats test ../ test input-files/ima_input_files.html - IMA Input Files test ../ test input-files/stress-calibration.html - 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 - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ui-config.html - Configuring the UI test ../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../ test dev/dev-core.html - FRTB Core test ../ test dev/dev-extensions.html - Extending the Solution test ../ test dev/dev-tools.html - Configuring Solution tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test dev/dev-direct-query.html - 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 Core Configuration Files The following parameters files are used in the ActiveViam FRTB solution calculations: Commodity_BucketRiskWeights Commodity_IntraBucketCorrelations CSR_BucketsRiskWeights_NONSEC CSR_BucketsRiskWeights_SECCTP CSR_BucketsRiskWeights_SECNONCTP CSRNS_Bucket_Correlations Default_Risk_Weights EQTY_BucketsRiskWeights ERBA_Risk_Weight FRTBParameters FX_Risk_Weight_Overrides FX_Special_Crosses GIRR_Correlation_Overrides GIRR_Delta_Weightings GIRR_Major_Currency Instrument_LGD LiquidityHorizons Obligor_Risk_Weights Option_Residual_Maturity_Vertices ParameterSet Sensitivity_Scaling Vega_Liquidity_Horizons Vertices CSR non-Sec Buckets CSR Sec CTP Buckets CSR Sec non-CTP Buckets DRC Seniority Description Input Data CRIF Files