Market Risk Accelerator Documentation

Consult descriptions of the Market Risk cubes data elements: measures, context values, hierarchies, datastores, and input files. Plus learn about using the Market Risk Accelerator, including WhatIf simulations.

Learn about setting up your environment, working with the Reference Implementation, configuring calculations, managing bookmarks, and customizing the Market Risk Accelerator.

Download PDF guides.

Details of the new features, improvements, fixes and known issues in each version of the Accelerator.

Sets out the changes required to migrate to the stated version of the Accelerator.