Navigation :
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User & Reference Guide
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Getting started
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- Using this guide
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- What's New
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- Video walk-throughs
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- FRTB Data Model
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- DirectQuery
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Configuration files
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Data Stores
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Database
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Input Data
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Tutorials
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- Data Sanity Check
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- Tips for Validating the Calculations
test ./ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
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Interpretation and Implementation of the MAR standard
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Analytics Reference
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Developer Guide
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Release and migration notes
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Getting Started
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Configuring the UI
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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
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Sign-Off
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DirectQuery
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Limit monitoring
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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