> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Tips for validating the calculations

export const uiProductName = "Atoti UI";

export const productName = "Atoti FRTB";

In this section, we explain how the **Basel Framework** bookmarks can help you to validate the SBM calculations.

In addition to the overview on this page, you may find it helpful to watch our [video walk-through](../getting-started/video-walk-throughs#sbm-calculations) of these bookmarks.

## Displaying the Basel Framework bookmarks

{productName} comes with an analytical tool and a set of pre-defined bookmarks displaying the risk metrics. Ask your IT administrator for access to the application's URL.

After you launch the application, click the ActiveViam icon in the top-left corner to open the Dashboards gallery. This presents the list of bookmarks available to you. In this tutorial we will talk about the **Basel Framework** bookmarks:

<Frame>
  <img src="https://mintcdn.com/activeviam/Odsmni_6IdWKYJb8/solutions/frtb/6.0/images/basel-framework-landing.png?fit=max&auto=format&n=Odsmni_6IdWKYJb8&q=85&s=6d1ba1c164354ff2a5b55003abc62d79" alt="Basel Framework Landing" width="1530" height="674" data-path="solutions/frtb/6.0/images/basel-framework-landing.png" />
</Frame>

To obtain the correct capital numbers, you need to provide a complete and consistent risk data set, as well as attributes required for classification, aggregation and bucketing. Start by checking the high-level input data summary displayed in the [Data Sanity Check](./data-sanity-check) bookmarks.

We have configured the **Basel Framework** bookmarks to help you navigate individual chains of the capital charge calculation, and visualize the interim results. The bookmarks are grouped according to the Consolidated Basel Framework chapters.

Let's take a tour of the **MAR21 SBM** bookmarks as an example.

## Example: \[MAR21] SBM

Let's review the bookmars under the **\[MAR21] SBM** folder.

The **Aggregate SBM** dashboard provides a summary of the SBM risk charge by desk.

<Frame>
  <img src="https://mintcdn.com/activeviam/Odsmni_6IdWKYJb8/solutions/frtb/6.0/images/basel-framework-mar21.png?fit=max&auto=format&n=Odsmni_6IdWKYJb8&q=85&s=fa7f22b6a6d3196f97be57468f5bc872" alt="Basel Framework Chapter 21" width="2560" height="1262" data-path="solutions/frtb/6.0/images/basel-framework-mar21.png" />
</Frame>

We can click on the **Risk Charge** tab to view high, low and medium scenario calculations by desk. When you change the filters in the view, the system automatically recalculates the capital charges.

<Frame>
  <img src="https://mintcdn.com/activeviam/Odsmni_6IdWKYJb8/solutions/frtb/6.0/images/aggregate-sbm.png?fit=max&auto=format&n=Odsmni_6IdWKYJb8&q=85&s=c3dd35ee8f796933263920ccfc436ddf" alt="Aggregate SBM" width="2334" height="1556" data-path="solutions/frtb/6.0/images/aggregate-sbm.png" />
</Frame>

The **MAR21 SBM** folder contains walk-throughs of the Delta, Vega, Curvature rollup chains for each of the risk classes. Let's look at the **Equity Delta** example.

<Frame>
  <img src="https://mintcdn.com/activeviam/Odsmni_6IdWKYJb8/solutions/frtb/6.0/images/basel-framework-equity-delta.png?fit=max&auto=format&n=Odsmni_6IdWKYJb8&q=85&s=428aea132a209acca5456976cc2c17a8" alt="Basel Framework Equity Delta" width="1920" height="902" data-path="solutions/frtb/6.0/images/basel-framework-equity-delta.png" />
</Frame>

By default the bookmark displays Equity Delta risk metrics across all positions. Consider setting a filter on a desired desk, book or a list of positions. For information on the filtering feature, see the [{uiProductName} User Documentation](https://docs.activeviam.com/products/atoti/ui/5.2/).

This workbook is organized into the following tabs:

| Tab              | What’s displayed                                                                          |
| ---------------- | ----------------------------------------------------------------------------------------- |
| **Intro**        | Starting point that provides an introduction to the workbook                              |
| **Risk Charge**  | Low, medium and high risk charges                                                         |
| **Kb**           | Within bucket aggregation - risk position from weighted sensitivities                     |
| **WS**           | Weighted sensitivities - from input sensitivities and risk weights                        |
| **Risk Factors** | Input sensitivities by the regulatory risk factor                                         |
| **Buckets**      | Sensitivities classified into buckets, plus the fields used in the classification process |
| **rho\_kl**      | Actual correlations for high, medium and low scenarios                                    |

## Implementation details

To learn about the data transformations, mapping and aggregation functions for each of the capital calculation chains, see the corresponding section of the *Interpretation and Implementation of BCBS 457* chapter. See this example for [Equity](../interpret-impl/acr/sa/sa-sbm/equity/index).

## Measures documentation

You can also look up individual measure definitions, formulae and references, in the [Measures](../cube/measures/index) section of the cube reference.
