Atoti CVA Risk Capital

Aggregation engine for the calculation of CVA risk capital requirements according to the SA-CVA and BA-CVA approaches.

Atoti CVA Risk Capital

Aggregation engine for the calculation of CVA risk capital requirements according to the SA-CVA and BA-CVA approaches.

Available versions

Version Release notes Javadoc* Release date
5.1 Dec 11, 2023
5.0 Sep 20, 2023
4.0 Dec 03, 2021
3.0 jdk11 Feb 11, 2021

*Javadoc is no longer published online for releases after 2021, but it is still included and updated within the source.