has parameterized the inputs to the calculations in configuration files. The standard BCBS values are provided in the reference implementation. Having the values parameterized in files enables changes (i.e. change in risk weights) to be implemented by simply changing a configuration file. This section describes that format.Documentation Index
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Configuration files
Atoti FRTB stores regulatory calculation inputs in parameterized configuration files, allowing risk weights, correlations, and other BCBS values to be updated by editing a file rather than changing code.