- The data model, which describes the data used for the calculations and how it is structured. The data model is represented in the:
- The calculations, both in the ETL and at query time
- The parameters used in the query time calculations
- How Atoti FRTB is configured for FX
FX
This section describes how the SBM FX Risk Class is implemented
and how the BCBS 457 specification is interpreted.
This section also covers how the data, calculations, and configuration are specialized for the FX risk-class, including: