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Atoti Risk Services supplies risk report results. Risk Portal is the Atoti Risk Services web application. The risk reports are available on Risk Portal, and can also be opened in an embedded Atoti UI dashboard without rerunning pricing.
Atoti Risk Services is licensed separately, either as a standalone managed service or as integrated content within Atoti. Available reports depend on access permissions and supported report outputs.

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Which risk analytics are available in Atoti?

Each Atoti Risk Services report has its own supported output fields, which determine the available analytics:
  • Risk reports calculate the risk measures set in the report definition, for a portfolio on a selected date.
  • P&L reports calculate the configured profit and loss measures over a selected period.
  • Historical Value at Risk (VaR) reports supply P&L observations for each position over a past period, the lookback. Each observation is the profit or loss today’s position would make if a past date’s market moves happened again.
Atoti aggregates P&L across selected positions before calculating VaR. The saved observations support analysis at different grouping and confidence levels without repricing positions. Instrument coverage follows the selected report. Find out more about the different report types.

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How is Atoti Risk Services data loaded and structured in Atoti?

Risk Portal supplies the report data and the information needed to interpret the results. Each time a report is run, a separate result is produced in Risk Portal. Opening an eligible completed run from Risk Portal loads its saved data into Atoti for interactive analysis. Subsequent analysis uses the loaded data without rerunning the source report or repricing positions. Atoti builds an analytical model from the saved report’s fields, grouping definitions, and calculation settings. Report attributes provide dimensions for exploring results, such as book, instrument, date, or currency. Supported calculated fields and aggregation rules provide the measures available for analysis. The available dimensions and measures therefore depend on the report output. For historical VaR reports, the model also combines P&L observations with saved position attributes and calculation settings.
Data in Atoti is not refreshed automatically. To see updated results, rerun the report in Atoti Risk Services, then open the new run in Atoti from Risk Portal.

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How does Atoti Risk Services data integrate with other Atoti products?

The Atoti UI dashboard opened from Risk Portal combines Atoti Risk Services results with other Atoti products: Currently, Atoti Risk Services analytics are not loaded directly into an existing Atoti cube. Atoti Risk Services first needs position details down to each instrument’s contract definition.