In some use cases the Vector Risk solution may be required to calculate some or all of the Bank's FRTB sensitivities and then export them for input into a Bank in-house aggregator.

To do this, all that is required is to add a task of type "MarketSensitivityExport" to the workflow and ensure that the export task has a dependency on the relevant "MarketStandardPreparation" task, which is the one that will be preparing the FRTB sensitivities from raw trade inputs.

The CSV export file uses the same specific formatting as the FRTB sensitivity load task. You can find the details of this format in the section Sensitivity Load.

Manual Export
To manually export the sensitivities, double click on the task once it has run successfully. Here you can see the data that has been exported to a protected folder on the cloud (see Automated Export below). You can then click on the “Export” button to get a copy in csv format directly into a folder on your local machine.

Automated Export
The csv file is exported to a secure location on the cloud (add instructions to retrieve).