Migration notes 1.9.1

This page explains the changes required to migrate to the stated version of the Market Risk Accelerator.

Migrate to 1.9.1

Upgrading from version 1.9.0 See Market Risk Accelerator 1.9.1 Release Notes.

The Accelerator is using ActivePivot 5.8.14-jdk8 or ActivePivot 5.8.14-jdk11 and ActiveUI 4.3.7. For new features and fixes included in these releases, please see the ActiveUI documentation and ActiveUI Migration Notes, and the release notes for ActivePivot.

For clients licensed to use ActiveMonitor, a skeleton module based on version 5.8.14-jdk8 or 5.8.14-jdk11 is included with the MRA Accelerator 1.9.1 release.

Configuration files

Added

File Modification Details Description
hibernate.properties New property: hibernate.dbfile.create-on-reset Value: true Flag enabling the creation of a database if none exists
risk-config.properties New property: sparse.vectors.density-threshold=0.2 Value: 0.2 Sparse vector compaction will append above this value
risk-config.properties New property: sparse.vectors.enable.for.sensistores Value: TradeSensitivities:Values, TradeSensitivities:FirstOrderLadder,TradeSensitivities:SecondOrderLadder Stores for which sparse vector compression is enabled

Modified

File Modification Details Description
risk-config.properties Value of property: sparse.vectors.enable.for.sensistores was changed Value: true Flag enabling the creation of a database if none exists

Measures

Modified

Cube Measure name
VaR-ES Cube VaR DtD % Difference Limit Monitoring - A KPI goal was added
VaR-ES Cube ES DtD % Difference Limit Monitoring - A KPI goal was added

Removed

Cube Measure name
VaR-ES Cube VaR 99 Limit Monitoring
VaR-ES Cube ES 97.5 Limit Monitoring