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PDF Guides
Download PDF guides for input file formats, BCBS 457 implementation and other supplementary information.
Atoti FRTB Input Data Version 5.3
A list of the input file formats required for Atoti FRTB.
Database
FRTB_Database_5.3.pdf
The external database schema of Atoti FRTB.
FRTB Implementation guides for SA DRC
BCBS 457 Interpretation and implementation guides for SA DRC (zipped file of separate chapters for each class).
FRTB Implementation guides for SA SBM
BCBS 457 Interpretation and implementation guides for SA SBM (zipped file of separate chapters for each class).
FRTB FX Base and Reporting Currencies v1.0 2019-06-28.pdf
Base currency and jurisdictional support