# Atoti Hub: Atoti Solutions Atoti Market Risk 6.0

## 6.0

###  

- [Introduction to Atoti Market Risk](https://docs.activeviam.com/solutions/market-risk/6.0/introduction-to-atoti-market-risk.md): Introduction to Atoti Market Risk - an in-memory solution for enterprise market risk covering VaR, Expected Shortfall, sensitivities, P&L Explain, and what-if simulation, including who it is for and how it integrates with the Atoti platform

### Releases and Upgrades

- [Releases and upgrades](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release.md): Release documentation for Atoti Market Risk 6.0, covering release notes, changelog, migration guide, dependency versions, and previous version archives.
- [Release notes](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/release-notes.md)
- [Changelog](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/changelog.md)
- [Migration guide](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/migrate.md)
- [Updates since 6.0 pre-releases](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/updates-since-6.0-prereleases.md)
- [Dependencies](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/dependencies.md)

#### Previous versions

- [Previous versions](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions.md)

##### 5.4

- [5.4](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.4.md)
- [Release notes and changelog](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.4/release-notes-5.4.md)
- [Migration notes](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.4/migrate-5.4.md)
- [Updates since 5.4 pre-releases](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.4/migrate-5.4-prereleases.md)

##### 5.3

- [5.3](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.3.md)
- [Release notes and changelog](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.3/release-notes-5.3.md)
- [Migration notes](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.3/migrate-5.3.md)
- [Migration notes from beta](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.3/migrate-5.3-beta-to-final.md)

##### 5.2

- [5.2](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.2.md)
- [Release notes and changelog](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.2/release-notes-5.2.md)
- [Migration notes](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.2/migrate-5.2.md)

##### 5.1

- [5.1](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.1.md)
- [Release notes and changelog](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.1/release-notes-5.1.md)
- [Migration notes](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-release/previous-versions/5.1/migrate-5.1.md)

### User & Reference Guide

- [User & Reference Guide](https://docs.activeviam.com/solutions/market-risk/6.0/user-ref.md): User and Reference Guide index for Atoti Market Risk, linking to Getting Started, What-If, Properties, Cube reference, Input files, Datastores, Sign-Off, and Limits
- [Dashboards](https://docs.activeviam.com/solutions/market-risk/6.0/dashboards.md): Overview of the predefined dashboards in Atoti Market Risk for VaR, sensitivity explain, and What-If analysis, with tips for building your own
- [Limit monitoring](https://docs.activeviam.com/solutions/market-risk/6.0/limits.md): Overview of limit monitoring in Atoti Market Risk via the Atoti Limits Module, covering limit mapping, intraday checks, alerts, audit trail, and breach investigation
- [PDF Guides](https://docs.activeviam.com/solutions/market-risk/6.0/pdf-guides.md): PDF downloads for Atoti Market Risk 6.0, including the Calculations Guide, Input File Formats reference, and Database definitions

#### Getting started

- [Getting started](https://docs.activeviam.com/solutions/market-risk/6.0/getting-started.md)
- [Atoti Market Risk overview](https://docs.activeviam.com/solutions/market-risk/6.0/getting-started/overview.md): Overview of Atoti Market Risk out-of-the-box capabilities, covering VaR methodologies, Taylor VaR, sensitivity aggregation, PnL Explain, What-If scenarios, and user-defined measures
- [Market Risk Data Model](https://docs.activeviam.com/solutions/market-risk/6.0/getting-started/data-model.md): Overview of the Atoti Market Risk data model, covering the VaR-ES, Sensitivities, and PnL cube components and their associated input formats, datastore definitions, and ETL processing
- [DirectQuery](https://docs.activeviam.com/solutions/market-risk/6.0/getting-started/directquery.md): Overview of DirectQuery in Atoti Market Risk, covering how it works alongside or instead of the in-memory datastore, deployment options, data access patterns, and supported databases
- [Using this guide](https://docs.activeviam.com/solutions/market-risk/6.0/getting-started/about.md): Guide to navigating the Atoti Market Risk documentation

#### Calculations Guide

- [Calculations Guide](https://docs.activeviam.com/solutions/market-risk/6.0/calculations.md): Calculation walk-throughs and methodology guides for Atoti Market Risk
- [Component measures](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/component.md): Guide to Component VaR and Delta Component VaR measures in Atoti Market Risk, covering the quadratic regression technique used to decompose total portfolio VaR across sub-portfolios
- [Corporate actions](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/corporate-actions.md): Guide to corporate actions in Atoti Market Risk, covering cash dividend and split ratio inputs, datastore retrieval, and how dividends and splits are applied in PnL Explain calculations
- [Cross sensitivity](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/cross-sensitivity.md): Cross-sensitivity PnL Explain formula for Vanna in Atoti Market Risk
- [Date conversion](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/date-conversion.md): Guide to date and duration conversion in Atoti Market Risk, covering the maturity converter, tenor converter, day count conventions, and business day calendar and convention interfaces
- [Dynamic bucketing](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/dynamic-bucketing.md): Guide to dynamic bucketing in Atoti Market Risk, covering how sensitivities are interpolated from their input tenor, maturity, and moneyness coordinates to a standard output set of dynamic pillars
- [Exchange rate and market data API](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/exchange-rate-and-market-data-api.md): Guide to FX risk factor translation in Atoti Market Risk, covering the IRiskFactorFXPairTranslator interface, the RiskFactor hierarchy plugin, and the FX spot market data post-processor
- [PnL Explain](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/pnl-explain.md): Guide to PnL Explain in Atoti Market Risk, covering the Taylor expansion methodology, market data selection, shift formulas for absolute, relative, DHS and FXRelative types, and cross-sensitivity handling
- [FX delta PnL explain](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/fx-delta-pnl-explain.md): Guide to FX delta PnL Explain in Atoti Market Risk, covering how risk factors are interpreted as currency pairs and how delta PnL explain is calculated for direct pairs and equivalent representations
- [FX effect on VaR](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/fx-effect-on-var.md): Guide to FX effects on VaR in Atoti Market Risk, covering scenario-consistent FX rate treatment, MTM-based FX risk adjustments, and risk class splitting between FX and underlying contributions
- [FX rates service](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/fx-rates-service.md): Guide to FX currency conversion in Atoti Market Risk, covering the DisplayCurrency hierarchy, default reference currency configuration, and the conversion formula applied to VaR and sensitivity measures
- [Incremental measures](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/incremental.md): Guide to incremental measures in Atoti Market Risk, covering how the impact of a selected trade or sub-portfolio on the grand total result is computed by comparing with and without the scope
- [LEstimated measures](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/lestimated.md): Guide to LEstimated VaR in Atoti Market Risk, an additive contributory measure that decomposes total portfolio VaR by showing each sub-portfolio's simulated PnL at the parent's VaR scenario
- [Parametric VaR](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/parametric-var.md): Overview of Parametric VaR in Atoti Market Risk, which assumes normally distributed PnL returns and uses standard deviation and a Z-score to compute VaR at a given confidence level
- [Sensitivity ladders](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/sensitivity-ladders.md): Guide to sensitivity ladders in Atoti Market Risk, covering ladder-based PnL accuracy improvement for PnL Explain and Taylor VaR, integration formulas, extension points, and datastore configuration
- [Sub PnL vector](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/sub-vector.md): PnL vector subsetting using PnLStartIndex and PnLEndIndex for Atoti Market Risk
- [Taylor VaR](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/taylor-var.md): Guide to Taylor VaR in Atoti Market Risk, covering the Taylor expansion formula applied per scenario, single and cross-risk-factor PnL computation, formula providers, and ladder integration
- [VaR interpolation](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/var-interpolation.md): Guide to VaR interpolation in Atoti Market Risk, covering quantile rank computation variants (Centered, Equal Weight, Exclusive, Simple) and VaR approximation methods including Floor, Ceil, Weighted, and Round
- [Weighted VaR](https://docs.activeviam.com/solutions/market-risk/6.0/calculations/whs.md): Guide to Weighted VaR and Weighted ES in Atoti Market Risk, covering the WHS exponentially weighted historical simulation approach, EWMA weight computation, lambda configuration, and quantile selection

#### Cube Reference

- [Cube Reference](https://docs.activeviam.com/solutions/market-risk/6.0/cube.md): Reference for the VaR-ES Cube, Sensitivities Cube, PLCube, and MRCombinedCube in Atoti Market Risk, covering available dimensions, measures, and context values
- [Context Values](https://docs.activeviam.com/solutions/market-risk/6.0/cube/context-values.md): Reference for the 9 context values available in Atoti Market Risk cubes, including confidence levels for VaR, ES, ETG, and VaE, plus VaRTimePeriod, WeightedVaRLambda, ReferenceLevel, ShiftPercentile, and PercentileBuckets

##### Dimensions

- [Booking](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/booking.md): Reference for the Booking dimension in Atoti Market Risk, covering the Books, Desks, Legs, and Trades hierarchies for aggregating risk by trade structure
- [Counterparties](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/counterparties.md): Reference for the Counterparties dimension in Atoti Market Risk, covering hierarchies for counterparty identification, country of address, country of risk, credit rating, sector, and multi-level counterparty hierarchy
- [Base Currency](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/base-currency.md): Reference for the Base Currency dimension in Atoti Market Risk, covering the Base Currency hierarchy for display currency selection and the FX Effect hierarchy for FX rate filtering
- [Currencies](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/currencies.md): Reference for the Currencies dimension in Atoti Market Risk, covering the Currencies, displayCurrency, and srcCurrency hierarchies used for native-currency measure variants
- [Dates](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/dates.md): Reference for the Dates dimension in Atoti Market Risk, covering the Date slicing hierarchy, the DayToDay analysis hierarchy for day-to-day comparisons, and the MarketShiftDate selector for Taylor measures
- [DynamicBucketing](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/dynamicbucketing.md): Reference for the DynamicBucketing dimension in Atoti Market Risk, covering DynamicTenors, DynamicMaturities, and DynamicMoneyness hierarchies used to switch between configured re-gridding sets
- [Epoch](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/epoch.md): Reference for the Epoch dimension in Atoti Market Risk, which exposes What-If branch names for filtering cube data by simulation scenario
- [Instruments](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/instruments.md): Reference for the Instruments dimension in Atoti Market Risk, covering InstrumentClasses and InstrumentTypes hierarchies for classifying trades by instrument type and subtype
- [MarketData](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/marketdata.md): Reference for the MarketData dimension in Atoti Market Risk, covering the MarketDataSets slicing hierarchy used to filter by named market data sets such as official EOD or trader marks
- [Organization](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/organization.md): Reference for the Organization dimension in Atoti Market Risk, covering the multi-level BookHierarchy and LegalEntityHierarchy structures and the Legal Entities list from trade attributes
- [PnL](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/pnl.md): Reference for the PnL dimension in Atoti Market Risk, covering hierarchies for filtering actual PnL by bucket, driver, type, and full revaluation flag
- [PnLIndex](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/pnlindex.md): Reference for the PnLIndex dimension in Atoti Market Risk, covering the PnLStartIndex and PnLEndIndex hierarchies used to reduce the size of the PnL vector for display
- [Quantiles](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/quantiles.md): Reference for the Quantiles dimension in Atoti Market Risk, covering the Quantiles hierarchy populated from IVaRQuantile plugins and used to select VaR estimation quantile methods
- [Risk](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/risk.md): Reference for the Risk dimension in Atoti Market Risk, covering hierarchies for risk factors, tenors, maturities, moneyness, scenarios, liquidity horizons, scenario sets, curve types, ladder data, and percentile buckets
- [Rounding](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/rounding.md): Reference for the Rounding dimension in Atoti Market Risk, covering the RoundingMethods hierarchy populated from IVaRRounding plugins and used to select VaR rounding methods
- [Sensitivities](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/sensitivities.md): Reference for the Sensitivities dimension hierarchies.
- [Sensitivity Kind](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/sensitivity-kind.md): Reference for the Sensitivity Kind dimension in Atoti Market Risk, which links market data to the corresponding sensitivity type name on the Sensitivities Cube
- [Sign-off](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/sign-off.md): Reference for the Sign-off dimension in Atoti Market Risk, covering the Adjustment source tagging hierarchy and the three-level Sign-off Status hierarchy
- [TradeAttributes](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/tradeattributes.md): Reference for the TradeAttributes dimension in Atoti Market Risk, covering trade metadata hierarchies including notional currency, trader, salesperson, trade dates, source system, status, and VaR inclusion type
- [TradeKey](https://docs.activeviam.com/solutions/market-risk/6.0/cube/dimensions/tradekey.md): Reference for the TradeKey dimension in Atoti Market Risk, which holds the tradeID for full trade-level data or the Book identifier for summary data

##### Measures

- [Native measures](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/native-measures.md): Reference for the native measures available across all Atoti Market Risk cubes, including contributors.COUNT and update.TIMESTAMP measures

###### PL Cube

- [Adjustments](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/pnl/adjustments.md): Reference for the cube-level adjustment measure in the PL Cube, covering the DTD PnL Add-on which reads from the CubeLevelAdjustments store and converts to display currency
- [Notional](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/pnl/notional.md): Reference for the notional measures in the PL Cube, covering trade notional and original notional at inception in display and native currencies
- [PnL values](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/pnl/pnl-values.md): Reference for the PnL value measures in the PL Cube, covering daily (DTD), monthly (MTD), yearly (YTD), and lifetime (LTD) profit and loss in display and native currencies
- [Utility](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/pnl/utility.md): Reference for the utility measures in the PL Cube, covering contributors.COUNT.PnL and update.TIMESTAMP.PnL
- [Unexplained PnL](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/pnl/unexplained-pnl.md): Reference for the Unexplained PnL measures available on MRCombinedCube, covering the difference between DTD PnL and PnL Explain in absolute and relative terms

###### Sensitivities Cube

- [Notional](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/notional.md): Reference for the notional measures in the Sensitivities Cube, covering trade notional and original notional at inception in display and native currencies
- [Adjustments](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/adjustments.md): Reference for the cube-level adjustment measures in the Sensitivities Cube, covering add-ons for DTD PnL, Delta, Gamma, Vega, ES, ETG, VaE, VaR, and PnL Explain from the CubeLevelAdjustments store
- [Expected Shortfall](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/expected-shortfall.md): Reference for the Taylor Expected Shortfall measures in the Sensitivities Cube, covering ES per sensitivity type (Delta, Gamma, Vega, Vanna, Volga, CrossGamma, Correlation) with DtD, previous, and LEstimated variants
- [Expected Tail Gain](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/expected-tail-gain.md): Reference for the Taylor Expected Tail Gain measures in the Sensitivities Cube, covering ETG per sensitivity type (Delta, Gamma, Vega, Vanna, Volga, CrossGamma, Correlation) with DtD, previous, and LEstimated variants
- [Market data](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/market-data.md): Reference for the market data measures in the Sensitivities Cube, covering spot, curve, surface, cube, FX spot, correlation, split ratio, dividend, and theta market data for current, next, and previous dates
- [PnL Explain](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/pnl-explain.md): Reference for the PnL Explain measures in the Sensitivities Cube, covering greek-based PnL attribution (Delta, Gamma, Vega, Vanna, Volga, Theta, CrossGamma, Correlation, Dividend) in display and native currencies
- [Sensitivities](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/sensitivities.md): Reference for the sensitivity measures in the Sensitivities Cube, covering Delta, Gamma, Vega, Vanna, Volga, Theta, CrossGamma, Correlation, and Dividend Sensitivity in display and native currencies, with DtD, ladder, and previous variants
- [Shift](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/shift.md): Reference for the market shift vector measures in the Sensitivities Cube, covering per-sensitivity shift vectors in raw, normalized, interpolated, and interpolated-normalized variants
- [Tail](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/tail.md): Reference for the tail measures in the Sensitivities Cube, covering Taylor Tail VaR (worst-case PnL) and Taylor Tail VaE (best-case PnL) per sensitivity type
- [Utility](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/utility.md): Reference for the utility measures in the Sensitivities Cube, covering TaylorVectorExpand for PnL by scenario, FX shift vector expansion, trade count, and update timestamp
- [Value at Earnings](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/value-at-earnings.md): Reference for the Taylor Value at Earnings measures in the Sensitivities Cube, covering VaE and Weighted VaE per sensitivity type with DtD, previous, and LEstimated variants
- [Value at Risk](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/sensi/value-at-risk.md): Reference for the Taylor Value at Risk measures in the Sensitivities Cube, covering VaR and Weighted VaR per sensitivity type with DtD, previous, and LEstimated variants

###### VaR-ES Cube

- [Adjustments](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/adjustments.md): Reference for the cube-level adjustment measures in the VaR-ES Cube, covering ES, ETG, VaE, and VaR add-ons read from the CubeLevelAdjustments store
- [Expected shortfall](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/expected-shortfall.md): Reference for the Expected Shortfall and Weighted ES measures in the VaR-ES Cube, including DtD, previous, scenario names, and Incremental and LEstimated booking, reference level, top, and trades variants
- [Expected tail gain](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/expected-tail-gain.md): Reference for the Expected Tail Gain and Weighted ETG measures in the VaR-ES Cube, covering ETG at multiple confidence levels with DtD, previous, scenario names, and Incremental and LEstimated allocation variants
- [Harrel-Davis VaR](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/harrel-davis-var.md): Reference for the Harrel-Davis VaR measures in the VaR-ES Cube, covering HD VaR at contextual and fixed confidence levels with DtD, previous, and Incremental and LEstimated allocation variants
- [KPIs](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/kpis.md): Reference for the sample KPI measures in the VaR-ES Cube, covering limit monitoring measures for VaR DtD % Difference and ES DtD % Difference
- [MTM](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/mtm.md): Reference for the mark-to-market measures in the VaR-ES Cube, covering MTM in display currency and MTM Native in the trade's original currency
- [Notional](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/notional.md): Reference for the notional measures in the VaR-ES Cube, covering current and original notional at trade inception in display and native currencies
- [Tail](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/tail.md): Reference for the tail measures in the VaR-ES Cube, covering the highest and lowest simulated PnL values (Tail VaE, Tail VaR) and the best and worst scenario names
- [Technical](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/technical.md): Reference for the technical measures in the VaR-ES Cube, covering internal FX vectors, indices, and sub-vectors used in VaR, ES, and VaE calculations
- [Utility](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/utility.md): Reference for the utility measures in the VaR-ES Cube, covering PnL vector expansion by scenario, FX rate for VaR conversion, vector quality percentage, trade count, and update timestamp
- [Value at Earning](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/value-at-earning.md): Reference for the Value at Earning and Weighted VaE measures in the VaR-ES Cube, covering VaE, Parametric VaE, and Weighted VaE at multiple confidence levels with DtD, previous, scenario names, and Incremental and LEstimated allocation variants
- [Value at Risk](https://docs.activeviam.com/solutions/market-risk/6.0/cube/measures/var/value-at-risk.md): Reference for the Value at Risk and Weighted VaR measures in the VaR-ES Cube, covering VaR at multiple confidence levels with DtD, previous, component, distribution, and Incremental and LEstimated allocation variants

#### Datastores

- [Datastores](https://docs.activeviam.com/solutions/market-risk/6.0/datastore.md): Datastore field definitions for Atoti Market Risk
- [CubeLevelAdjustments](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/cube-level-adjustments.md)
- [MarketData](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/marketdata.md): Market data stores in Atoti Market Risk from the Atoti Market Data module

##### PnL

- [PnL](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/pnl.md): PnL datastore field definitions for Atoti Market Risk
- [PnL](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/pnl/pnl.md)

##### Sensitivities

- [Sensitivities](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities.md): Sensitivities datastore field definitions for Atoti Market Risk
- [TradeSensitivities](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/trade-sensitivities.md)
- [CorrelationMarketData](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/correlation-market-data.md)
- [DividendMarketData](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/dividend-market-data.md)
- [MarketShifts](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/market-shift.md)
- [RiskFactorsCatalog](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/riskfactors-catalog.md)
- [SensiLadders](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/sensi-ladders.md)
- [SplitRatioMarketData](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/split-ratio-market-data.md)
- [DynamicTenors, DynamicMaturities, DynamicMoneyness](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/sensitivities/dynamic-ten-mat-mon.md)

##### VaR-ES datastore definitions

- [VaR-ES datastore definitions](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares.md): VaR-ES datastore field definitions for Atoti Market Risk
- [TradePnL](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/trade-pnl.md)
- [TradeAttributes](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/trade-attributes.md)
- [Scenarios](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/scenarios.md)
- [BookParentChild](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/bookparentchild.md)
- [BookHierarchy](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/bookhierarchy.md)
- [LegalEntityParentChild](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/legalentityparentchild.md)
- [CounterpartyParentChild](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/counterpartyparentchild.md)
- [LegalEntityHierarchy](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/legalentityhierarchy.md)
- [CounterpartyHierarchy](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/counterpartyhierarchy.md)
- [Counterparty](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/counterparty.md)
- [Country](https://docs.activeviam.com/solutions/market-risk/6.0/datastore/vares/country.md)

#### Input file formats

- [Input file formats](https://docs.activeviam.com/solutions/market-risk/6.0/input-files.md): CSV input file format reference for Atoti Market Risk, covering file name patterns, AsOfDate handling, scalar and vectorized sensitivities, and pillar label and date conventions
- [Trade Attributes](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/trade-attributes.md): CSV input file format for Trade Attributes in Atoti Market Risk, covering the minimum trade fields required to map trades to book, legal entity, and counterparty hierarchies
- [Cube Adjustments](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/cube-adjustments.md): CSV input file format for Cube Adjustments in Atoti Market Risk, containing cube-level adjustment definitions generated by the Sign-Off export process
- [Scenarios](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/scenarios.md): CSV input file format for Scenarios in Atoti Market Risk, mapping scenario index to name and liquidity horizon for VaR and ES calculations

##### Market data

- [Market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/market_data.md): Market data input file formats for Atoti Market Risk
- [Correlation market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/correlation-market-data.md)
- [Cube market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/cube-market-data.md)
- [Curve market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/curve-market-data.md)
- [FX rate market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/fx-rate-market-data.md)
- [Market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/market-data.md)
- [Market shifts for Taylor VaR](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/market-shifts-for-taylor-var.md)
- [Spot market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/spot-market-data.md)
- [Surface market data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/surface-market-data.md)

##### Profit & loss

- [Profit & loss](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/profit_and_loss.md): Profit and Loss input file formats for Atoti Market Risk
- [PLCube](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/plcube.md)
- [Profit & Loss with Product Control fields](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/profit-loss-with-product-control-fields.md)
- [Profit & Loss without Product Control fields](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/profit-loss-without-product-control-fields.md)
- [Profit & Loss without Product Control summary fields](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/profit-loss-without-product-control-summary-fields.md)

##### Reference data

- [Reference data](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/reference_data.md): Reference data input file formats for Atoti Market Risk
- [Book Parent Child](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/book-parent-child.md)
- [Counterparties](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/counterparties.md)
- [Counterparty Parent Child](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/counterparty-parent-child.md)
- [Countries](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/countries.md)
- [Legal Entity Parent Child](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/legal-entity-parent-child.md)

##### VaR-ES calculations

- [VaR-ES calculations](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/var_es_calculations.md): VaR-ES calculation input file formats for Atoti Market Risk
- [Summary VaR fields](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/summary-var-fields.md)
- [Trade PnL](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/trade-pnl.md)
- [VaR-ES Cube](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/var-es-cube.md)

##### Sensitivities

- [Sensitivities](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/sensitivity_data.md): Sensitivity input file formats for Atoti Market Risk
- [Cross Sensitivities](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/cross-sensitivities.md)
- [Cross Sensitivities (vectorized)](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/cross-sensitivities-vectorized.md)
- [Dividend](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/dividend.md)
- [Dynamic Maturities](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/dynamic-maturities.md)
- [DynamicMoneyness](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/dynamicmoneyness.md)
- [DynamicTenors](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/dynamictenors.md)
- [Ladder Definition](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/ladder-definition.md)
- [Risk Factors Catalog](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/risk-factors-catalog.md)
- [Sensitivities](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/sensitivities.md)
- [Sensitivities (vectorized)](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/sensitivities-vectorized.md)
- [Sensitivity Cube](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/sensitivity-cube.md)
- [Split Ratio](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/split-ratio.md)
- [Summary Sensitivity](https://docs.activeviam.com/solutions/market-risk/6.0/input-files/summary-sensitivity.md)

#### Properties

- [Properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties.md): Reference for all configurable properties in Atoti Market Risk, including Spring Boot configuration properties and property files

##### Configuration Properties

- [Configuration Properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties.md): Spring Boot Configuration Property reference for Atoti Market Risk, grouped by module with overriding instructions
- [Application properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/mr-application.md)
- [Combined module properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/mr-combined-config.md)
- [Common module properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/mr-common-config.md)
- [DirectQuery properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/directquery.md)
- [Common library properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/common-library.md): Spring Boot configuration properties from the Common Accelerator Library shared across Atoti accelerators, covering DirectQuery database connectivity and Sign-Off configuration
- [PnL module properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/mr-pnl-config.md)
- [Sensitivities module properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/mr-sensi-config.md)
- [VaR module properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/config-properties/mr-var-config.md)

##### Property files

- [Property files](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files.md): Reference for Atoti Market Risk property files that configure application components not covered by Spring Boot Configuration Properties
- [application.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/application-yaml.md): Reference for the application.yaml Spring Boot configuration file in Atoti Market Risk, covering server, security, logging, data loading, and sign-off settings
- [dee.export.properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/dee-export-properties.md)
- [logback-spring-file.xml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/logback-spring-file-xml.md)
- [logback-spring.xml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/logback-spring-xml.md)
- [mr-jaxb-mapping.xml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/mr-jaxb-mapping-xml.md): Reference for mr-jaxb-mapping.xml in Atoti Market Risk, which configures JAXB serialization for context values used in SOAP request handling
- [mr_ref_impl_content_service.mv.db](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/mr-ref-impl-content-service-mv-db.md)
- [serializer-jaxb-cfg.xml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/serializer-jaxb-cfg-xml.md)

###### Configuration files in test folder

- [Configuration files in test folder](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/test.md)
- [mr.bookmark.properties](https://docs.activeviam.com/solutions/market-risk/6.0/properties/property-files/test/mr-bookmark-properties.md)

##### Profiles

- [Profiles](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles.md): Spring profile reference for Atoti Market Risk, covering profiles for distribution modes, data loading, and DirectQuery database connections
- [application-databricks.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-databricks-yaml.md)
- [application-dist-data-node.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-dist-data-node-yaml.md)
- [application-dist-query-node.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-dist-query-node-yaml.md)
- [application-dlc-azure-csv.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-dlc-azure-csv-yaml.md)
- [application-dlc-local-csv.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-dlc-local-csv-yaml.md)
- [application-forceNetty.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-forcenetty-yaml.md)
- [application-mssql.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-mssql-yaml.md)
- [application-snowflake.yaml](https://docs.activeviam.com/solutions/market-risk/6.0/properties/profiles/application-snowflake-yaml.md)

#### What-If Analysis

- [What-If Analysis](https://docs.activeviam.com/solutions/market-risk/6.0/what-if.md): Guide to What-If analysis in Atoti Market Risk, covering rollover, scaling, and file upload simulation types, branch management with the What-If Manager, and audit trail configuration
- [Roll over PnL vectors](https://docs.activeviam.com/solutions/market-risk/6.0/what-if/mra-what-if-rollover.md): Step-by-step guide to creating a rollover What-If simulation in Atoti Market Risk to substitute current PnL vectors with data from a previous date
- [Scaling](https://docs.activeviam.com/solutions/market-risk/6.0/what-if/mra-what-if-scaling.md): Guide to What-If scaling simulations in Atoti Market Risk, covering vector scaling and scenario scaling to adjust PnL vectors by a multiplier or add-on amount
- [File Upload](https://docs.activeviam.com/solutions/market-risk/6.0/what-if/file-upload.md): Guide to the File Upload widget in Atoti Market Risk, covering configuration settings and step-by-step instructions for uploading CSV files to create or append a What-If scenario

#### Database

- [Database](https://docs.activeviam.com/solutions/market-risk/6.0/database.md): Overview of database definitions for Atoti Market Risk, covering the star schema structure, constraint assumptions, table joins, and base tables for the PnL, Sensitivities, and VaR-ES cubes

##### Global Database Definition

- [Global Database Definition](https://docs.activeviam.com/solutions/market-risk/6.0/database/global.md): Global database tables shared across all cubes in Atoti Market Risk
- [BOOK_HIERARCHY](https://docs.activeviam.com/solutions/market-risk/6.0/database/book_hierarchy.md)
- [BOOK_PARENT_CHILD](https://docs.activeviam.com/solutions/market-risk/6.0/database/book_parent_child.md)
- [COUNTERPARTIES](https://docs.activeviam.com/solutions/market-risk/6.0/database/counterparties.md)
- [COUNTERPARTY_HIERARCHY](https://docs.activeviam.com/solutions/market-risk/6.0/database/counterparty_hierarchy.md)
- [COUNTERPARTY_PARENT_CHILD](https://docs.activeviam.com/solutions/market-risk/6.0/database/counterparty_parent_child.md)
- [COUNTRIES](https://docs.activeviam.com/solutions/market-risk/6.0/database/countries.md)
- [CUBE_LEVEL_ADJUSTMENTS](https://docs.activeviam.com/solutions/market-risk/6.0/database/cube_level_adjustments.md)
- [CUBE_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/cube_market_data.md)
- [CURVE_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/curve_market_data.md)
- [FX_RATE_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/fx_rate_market_data.md)
- [LEGAL_ENTITY_HIERARCHY](https://docs.activeviam.com/solutions/market-risk/6.0/database/legal_entity_hierarchy.md)
- [LEGAL_ENTITY_PARENT_CHILD](https://docs.activeviam.com/solutions/market-risk/6.0/database/legal_entity_parent_child.md)
- [MARKET_SHIFTS](https://docs.activeviam.com/solutions/market-risk/6.0/database/market_shifts.md)
- [MARKET_SHIFTS_VECTOR](https://docs.activeviam.com/solutions/market-risk/6.0/database/market_shifts_vector.md)
- [RISK_FACTORS_CATALOGUE](https://docs.activeviam.com/solutions/market-risk/6.0/database/risk_factors_catalogue.md)
- [SCENARIOS](https://docs.activeviam.com/solutions/market-risk/6.0/database/scenarios.md)
- [SPOT_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/spot_market_data.md)
- [SURFACE_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/surface_market_data.md)
- [TRADE_ATTRIBUTES](https://docs.activeviam.com/solutions/market-risk/6.0/database/trade_attributes.md)

##### PnL Database Definition

- [PnL Database Definition](https://docs.activeviam.com/solutions/market-risk/6.0/database/pnl-database.md): PnL database tables for Atoti Market Risk
- [PNL](https://docs.activeviam.com/solutions/market-risk/6.0/database/pnl.md)

##### Sensitivities Database Definition

- [Sensitivities Database Definition](https://docs.activeviam.com/solutions/market-risk/6.0/database/sensitivities.md): Sensitivities database tables for Atoti Market Risk
- [CORRELATION_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/correlation_market_data.md)
- [DIVIDEND_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/dividend_market_data.md)
- [DYNAMIC_TENORS, DYNAMIC_MATURITIES, DYNAMIC_MONEYNESS](https://docs.activeviam.com/solutions/market-risk/6.0/database/dynamic_tenors-dynamic_maturities-dynamic_moneyness.md)
- [SENSI_LADDERS](https://docs.activeviam.com/solutions/market-risk/6.0/database/sensi_ladders.md)
- [SENSI_LADDERS_VECTOR](https://docs.activeviam.com/solutions/market-risk/6.0/database/sensi_ladders_vector.md)
- [SPLIT_RATIO_MARKET_DATA](https://docs.activeviam.com/solutions/market-risk/6.0/database/split_ratio_market_data.md)
- [TRADE_SENSITIVITIES](https://docs.activeviam.com/solutions/market-risk/6.0/database/trade_sensitivities.md)
- [TRADE_SENSITIVITIES_VECTOR](https://docs.activeviam.com/solutions/market-risk/6.0/database/trade_sensitivities_vector.md)

##### VaR-ES Database Definition

- [VaR-ES Database Definition](https://docs.activeviam.com/solutions/market-risk/6.0/database/vares.md): VaR-ES database tables for Atoti Market Risk
- [TRADEPNLS](https://docs.activeviam.com/solutions/market-risk/6.0/database/tradepnls.md)
- [TRADEPNLS_VECTOR](https://docs.activeviam.com/solutions/market-risk/6.0/database/tradepnls_vector.md)

#### Sign-Off Approvals

- [Sign-Off Approvals](https://docs.activeviam.com/solutions/market-risk/6.0/sign-off.md): Overview of the Sign-Off approval process in Atoti Market Risk, covering configurable workflow steps, adjustments with rollback, data extraction and reload, dashboards, and audit trail
- [Sign-off exports](https://docs.activeviam.com/solutions/market-risk/6.0/sign-off/signoff_export.md): Guide to Sign-Off export types in Atoti Market Risk, covering Store, Aggregated, Cube, Summary, BookParentChild, and FXRates exports, re-import constraints, and primary key collision handling

### Developer Guide

- [Developer Guide](https://docs.activeviam.com/solutions/market-risk/6.0/dev.md): Developer Guide index for Atoti Market Risk, covering releases, getting started, UI config, libraries, extensions, tools, Sign-Off, What-If, and DirectQuery

#### Install and start

- [Getting Started](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started.md): Getting started guide for Atoti Market Risk developers, covering environment setup, working with libraries and the application, configuring calculations, and customization.
- [Project structure and distribution](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/dev-project-structure.md): Guide to the Atoti Market Risk project structure, covering the source code libraries (Common, Sensi, Market Data, VaR, PnL, Combined), the application module, and the Maven project module layout.
- [Building & deploying Atoti Market Risk](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/build-deploy.md): Guide to building and deploying Atoti Market Risk, covering Artifactory access configuration and build steps.
- [Admin UI](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/admin-ui.md): Guide to setting up Atoti Admin UI in Atoti Market Risk, covering env.js configuration, static resource registration, security filter setup, and the URL for accessing the Admin UI at runtime.
- [Resources and Support](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/dev-resources.md): Developer resources and support links for Atoti Market Risk

##### Configuring Atoti Market Risk

- [Configuring Atoti Market Risk](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/dev-configure-acc.md): Configuration guide for Atoti Market Risk properties, data, and UI
- [Project configuration](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/dev-configure-acc/configuration-project.md): Reference for Atoti Market Risk project configuration, covering configuration property files, Spring conditional annotations, CSV data file setup, Content Server options, dashboard management, and Atoti UI connection.

##### Customizing Atoti Market Risk

- [Customizing Atoti Market Risk](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/dev-custom.md): Overview of customization options in Atoti Market Risk, covering build customization, Sign-Off workflows, What-If simulations, dashboard management, Datastore extension, and application extension patterns.
- [Customizing What-Ifs](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-getting-started/dev-custom/what-if-customising.md): Guide to customizing What-If simulations in Atoti Market Risk using the WhatIf Manager API, covering user interface options, workflow configuration, and persistence settings for simulation management.

#### Configuring the UI

- [Configuring the UI](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-ui-config.md): Activating and configuring Atoti Market Risk UI features
- [UI Activation](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-ui-config/ui-activation.md): Guide to activating Atoti Market Risk in an Atoti UI host application, covering the mr-sdk setup steps, configuring the activate function, customizing settings and BAS settings, and combining with other Atoti solution SDKs.
- [UI settings](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-ui-config/ui-settings.md)
- [Standard UI components](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-ui-config/ui-components.md): Standard UI components shared across Atoti business solutions

#### The Market Risk Application

- [The Market Risk Application](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-mr-application.md): Overview of the Atoti Market Risk application module, covering the MR libraries and application Maven packages for cube, datastore, measures, sign-off, sources, and What-If configuration.
- [Configuration files](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-mr-application/dev-config-files.md): Links to configuration file documentation for the Atoti Market Risk application
- [Input file formats](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-mr-application/dev-input-files.md): Links to CSV and CRIF input file format documentation for Atoti Market Risk

##### Data Load Controller in Atoti Market Risk

- [Data Load Controller in Atoti Market Risk](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-mr-application/dev-dlc.md): Overview of the Data Load Controller in Atoti Market Risk, covering data loading and unloading management, the role of external orchestration frameworks, and links to configuration and DEE template order guides.
- [Getting started with the Data Load Controller](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-mr-application/dev-dlc/dlc-getting-started.md): Guide to the Data Load Controller in Atoti Market Risk, covering the operation, topics, and scope parameters, initial load on startup, the data orchestrator pattern, and the REST endpoints for executing and monitoring load and unload requests.
- [MR-specific configuration](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-mr-application/dev-dlc/dlc-mr-config.md)
- [Using DEE Template Orders](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-mr-application/dev-dlc/using-dee-template-orders.md): Guide to DEE Template Orders in Atoti Market Risk, covering the included templates for summary cube and custom data extraction, the REST execution endpoint, and the template structure for queries, outputs, placeholders, and extraction procedures.

#### Market Risk Libraries

- [Market Risk Libraries](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries.md): Overview of the Market Risk Libraries Maven modules, covering calculation, configuration, datastore, cube, measures, and sources packages for the Sensitivities, VaR-ES, PnL, and combined cube domains.
- [Atoti Data Lineage - viewing measures and PostProcessors](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-drpivot.md): Guide to using Atoti Data Lineage in Atoti Market Risk to investigate measure chains, view post-processor interactions, and access JavaDoc descriptions for post-processor plugin keys via Atoti Admin UI.
- [Measures and context values](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-measures-context.md): Links to Atoti Market Risk measures and context values in the cube reference
- [Post-processors](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/postprocessors.md): Reference for post-processors in Atoti Market Risk, covering the post-processing concept, common business cases, and the full list of available post-processors with their descriptions and source locations.
- [Sign-Off Analysis Hierarchy](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/sign-off-analysis-hierarchy.md): Reference for the Sign-Off Analysis Hierarchy in Atoti Market Risk, covering the three-level hierarchy structure, setup properties, task perimeter configuration, sign-off stores, the _Version hierarchy, and ETL logic.

##### Market data APIs

- [Market data APIs](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-market-data.md): Overview of the two market data APIs in Atoti Market Risk: the deprecated IMarketDataRetrievalService used by Taylor VaR, and Atoti Market Data, the current module with a separated data model and retrieval interfaces.
- [Deprecated Market Data Retrieval Service](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-market-data/deprecated-market-data-api.md): Reference for the deprecated IMarketDataRetrievalService in Atoti Market Risk, covering market data retrieval for Taylor VaR, interpolation configuration, nominal and relative price handling, and corporate action support.

###### Atoti Market Data

- [Atoti Market Data](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-market-data/atoti-market-data.md): Overview of the Atoti Market Data module in Atoti Market Risk, covering the data model split by axis count, retrieval and interpolation interfaces, Spring Boot Starter configuration, and backwards compatible data loading.
- [Market data API data loading](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-market-data/atoti-market-data/data-loading.md): Guide to data loading for the Atoti Market Data stores in Atoti Market Risk, covering file pattern properties, file format selection between new and backwards-compatible formats, and conditional Spring annotations.

##### Market Risk Datastore Configuration

- [Market Risk Datastore Configuration](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-datastore.md): VaR-ES, Sensitivities, and PnL datastore definitions for Atoti Market Risk
- [Customizing the Datastore with the Datastore Helper](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-datastore/custom-datastore-helper.md): Guide to customizing Atoti Market Risk datastores using the Datastore Helper library, covering what can be customized and where to find examples in the Datastore Helper documentation.
- [Datastore Helper implementation within MR](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-datastore/dash-implementation-notes.md): Reference for the Datastore Helper implementation in Atoti Market Risk, covering the AConfigurableSchema store definitions, the DatastoreConfiguratorSetup wiring class, and the available customization consumer classes.

##### MR Cubes

- [MR Cubes](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-cube.md): Overview of the VaR-ES, Sensitivities, and PnL cubes in Atoti Market Risk
- [PnL Cube](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-cube/pl-cube.md): Overview of the PnL Cube in Atoti Market Risk, covering the P&L data model, input file format, datastore table definitions, and the cube dimensions and measures available for P&L analysis.
- [Sensitivities Cube](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-cube/sensi-cube.md): Overview of the Sensitivities Cube in Atoti Market Risk, covering the data model, input files, datastore star schema, dynamic bucketing with linear interpolation, real-time trade events, and P&L Explain methodology.
- [VaR-ES Cube](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-libraries/dev-cube/var-es-cube.md): Overview of the VaR-ES Cube in Atoti Market Risk, covering the data model for PnL simulation vectors, input file types, datastore star schema, and the available VaR and Expected Shortfall measures.

#### Extending Atoti Market Risk

- [Extending Atoti Market Risk](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions.md): Overview of extension points in Atoti Market Risk for Java developers, covering cube activation, hierarchy additions, data loading topics, KPI setup, and Spring Bean configuration for sources and measures.
- [Activating and de-activating cubes](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/activate-cube.md): Guide to activating and deactivating cubes in Atoti Market Risk, covering the application.yaml properties for each cube, the datastore store-to-cube mapping matrix, and how to remove modules from the application.
- [Adding cube hierarchies](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/add-a-new-cube-hierarchy.md): Guide to adding cube hierarchies in Atoti Market Risk, covering how to expose a datastore field as a cube level, with a worked example using a calculated column from a custom store.
- [Adding data loading or unloading topics](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/add-a-new-data-loading-unloading-topic.md): Guide to adding data loading and unloading topics in Atoti Market Risk, covering how to load a new file into a custom store using patterns that can be extended for any use case with minimal changes to the application.
- [Adding KPIs](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/add-a-new-kpi.md): Guide to adding KPIs in Atoti Market Risk, covering reusable patterns for creating and exposing new key performance indicators with minimal changes to the application, extendable for any use case.
- [Configuring measures using Spring Beans](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/configure-measures.md): Guide to configuring measures in Atoti Market Risk using Spring Beans, covering the customization mechanism introduced in version 3.1.0 and a worked example of adding measure configuration through Spring Beans.
- [Configuring schema selections using Spring Beans](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/configure-schema-selections.md): Guide to configuring schema selections in Atoti Market Risk using Spring Beans, covering the extension points introduced in version 4.0.0 that allow customization of cube schema selections.
- [Configuring sources using Spring Beans and properties](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/configure-sources.md): Guide to configuring data sources in Atoti Market Risk using Spring Beans and properties, covering the source topic descriptions defined in the application and a worked example of adding a custom source.
- [Setting up the default context values](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/setup-context-values.md): Guide to setting up default context values in Atoti Market Risk, covering reusable patterns for configuring cube context values with minimal changes to the application, extendable for any use case.
- [Adding Custom UI Exceptions](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/custom-ui-exceptions.md): Guide to adding custom UI exception messages in Atoti Market Risk, covering how to return ProblemDetail-structured responses so that custom error messages are displayed correctly in Atoti UI.

##### Developing on Atoti Market Risk

- [Developing on Atoti Market Risk](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/dev-guidelines.md): Development guidelines and extension patterns for Atoti Market Risk
- [Testing](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-extensions/dev-guidelines/dev-testing.md): Guide to testing Atoti Market Risk extensions, covering how to set up and run integration tests for dashboards, custom integration test samples using the Spring test context, and unit test patterns for cube configurations.

#### Configuring tools and methodologies

- [Configuring tools and methodologies](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-tools.md): Tools and methodology configuration for Atoti Market Risk
- [Creating dynamic maturities](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-tools/dynamic-maturities-add.md): Guide to creating custom dynamic maturity bucket structures in Atoti Market Risk, covering the application.yaml properties and the procedure for adding new entries to the DynamicTenors, DynamicMaturities, and DynamicMoneyness CSV files.
- [Managing bookmarks with the Bookmark Tool](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-tools/dev-bookmark-tool.md): Guide to the Bookmark Tool in Atoti Market Risk, covering how to export and import the Content Server bookmark hierarchy as a directory structure for easier git tracking, merging, and customization of bookmark files and permissions.

#### Sign-Off

- [Sign-Off](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-sign-off.md): Overview of Sign-Off in Atoti Market Risk, covering the sign-off workflow, adjustment types, data extraction and reload, dashboard oversight, and audit trail configuration.
- [Sign-off API implementation](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-sign-off/signoff-ext-implementation-notes.md): Reference for the Sign-Off API 2.1.0 implementation in Atoti Market Risk, covering the SignOffService methods, REST service wiring, supported adjustment configuration, executor setup, dimension additions, and datastore customisations.
- [Supported sign-off adjustments](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-sign-off/signoff-supported-adjustments.md): Reference for supported sign-off adjustment types in Atoti Market Risk, covering the available add-on, scaling, override, roll-over, and cube-level adjustments for the Sensitivities, PnL, and VaR-ES cubes, and the functional execution workflow.
- [Sign-Off REST endpoints](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-sign-off/signoff-rest-endpoints.md)
- [Testing custom adjustment types](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-sign-off/signoff-adjustment-test-custom.md): Guide to configuring custom sign-off adjustment types in Atoti Market Risk, covering fact-level execution objects, cube-level mechanics, roll-over executors, required dimension setup, and the Spring bean definitions for supported adjustments.

#### What-If

- [What-If](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-whatif.md): What-If operations and REST endpoints for Atoti Market Risk
- [Supported What-If operations in MR](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-whatif/whatif-supported-operations.md): Reference for supported What-If operations in Atoti Market Risk, covering the available delta and PnL vector operations for the Sensitivities and VaR-ES cubes, and the synchronous execution workflow.
- [What-If REST endpoints](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-whatif/whatif-rest-endpoints.md)

#### DirectQuery

- [DirectQuery](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query.md): Developer guide for Atoti DirectQuery in Atoti Market Risk

##### Getting started

- [Getting started](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/configuration-getting-started.md): Guide to getting started with Atoti DirectQuery in Atoti Market Risk, covering database schema requirements, configuration properties, deployment options (horizontal distribution and single JVM), and reference databases for testing.
- [Supported Databases](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/configuration-getting-started/supported-databases.md): Overview of database support levels in Atoti Market Risk DirectQuery, covering natively supported databases (Databricks, Microsoft SQL Server, and Snowflake), guidance on non-native database integration, and how to set up and rotate the Snowflake key pair used for key-pair authentication.

##### Customizations & Internal Components

- [Customizations & Internal Components](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals.md): DirectQuery internal components and customization points in Atoti Market Risk
- [Caching side stores](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/caching-side-stores.md): Guide to caching side stores in Atoti Market Risk DirectQuery, covering full table caching at startup and the DirectQuery local cache for partitioned, memory-efficient storage, including setup, configuration, and customization.
- [DirectQuery annotations](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/dq-annotations.md)
- [Naming Conventions](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/name-mapper.md): Guide to DirectQuery naming conventions in Atoti Market Risk, covering the reference DirectQueryNameMapper that converts datastore names to database format and how to implement a custom INameMapper.
- [DirectQuery REST service](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/directquery-rest-service.md): Reference for the Atoti Market Risk DirectQuery REST service, covering the application refresh endpoint, incremental refresh options, schema validation endpoint, and aggregate table creation.
- [Handling distributed dates](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/dates-to-include.md): Guide to handling distributed AsOfDate conflicts in Atoti Market Risk DirectQuery, covering the data overlap feature and the date filter beans for controlling which dates the DirectQuery data node loads.
- [Incremental Refresh](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/incremental-refresh.md): Guide to incremental refresh in Atoti Market Risk DirectQuery, covering direct table-level refresh via the REST endpoint and reusable template-based refresh operations with field aliases.
- [Adjustments in the DirectQuery database](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/adjustments-in-dq-database.md): Guide to configuring Sign-Off adjustments in Atoti Market Risk DirectQuery deployments, covering the two setup options based on whether adjustment fields are present in the remote database.
- [Migration helper](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/migration-helper.md): Guide to the Atoti Market Risk migration helper, covering the REST endpoints that generate DirectQuery schema DDL, extract in-memory data to CSV files, and configure vector emulation modes for Snowflake, MSSQL, and Databricks.
- [Cache routing](https://docs.activeviam.com/solutions/market-risk/6.0/dev/dev-direct-query/customization-and-internals/cache-routing.md): Guide to service-driven DirectQuery cache routing in Atoti Market Risk 6.0.9, covering the IMarketShiftDirectQueryCachingPostProcessorEx interface, ICacheResolver, ServiceDispatchingCacheResolver, and MarketShiftCacheNameResolverUtils helpers.