Sign-Off Module Developer Guide

The Sign-Off Module is a real-time OLAP solution that offers advanced Market Risk aggregation and analytics capabilities that provide and support VaR-ES and Sensitivity measures, a flexible data model, P&L Explain (P&L Attribution) analysis, frameworks for What-If simulations and end-of day certification, and an integrated UI for visualising and exploring your data.

Getting Started

This section provides guidance on setting up your environment, working with the Reference Implementation, configuring calculations, managing bookmarks, and customizing the Sign-Off Module.

MRA Reference Implementation

This section explains the elements provided in the MRA Reference Implementation; input file formats, DLC (data load controller), datastore and cube configurations

MRA Core

Use the DrPivot tool to investigate the measures and PostProcessors that are employed within your Sign-Off Module projects.

Managing the Accelerator

Learn how to manage bookmarks, create dynamic maturities, and add risk classes

Developing on the Accelerator

Guidelines for developing on the Sign-Off Module, testing and upgrading

Release Notes

Details of the new features, improvements, fixes and known issues in each version of the Accelerator

Migration Notes

Sets out the changes required to migrate to the stated version of the Accelerator