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 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
Interpretation and Implementation of the MAR standard
These pages describe how Atoti FRTB interprets and implements the calculation of RWA for market risk (MAR) standard in the Basel Framework specification. Including:
The data model used in Atoti FRTB
The calculations (including measures and hierarchies)
Configuration parameters
How the model fits into the reference implementation (input files, datastore, cube)
The implementation (that is, the cube specification and file formats) of P&L Attribution Tests and Backtesting
Note
This document focuses on the data and analytics for the MAR standard. For broader information, please see the relevant parts of the Atoti FRTB documentation set: