Release notes
For user-facing changes, refer to the What’s New page. For information on upgrading from previous versions, see the Atoti CVA Risk Capital Migration Notes
4.0.3
2023-06-20
Download the distribution files here
Summary
- Fixed CCS K Delta calculation bug.
- Improved performance of CCS K Delta calculations.
Known issues
| Issue Key | Details |
|---|---|
| PIVOT-5759 | Attempting to create partitions for reference stores causes a deadlock. You can find a walkthrough of the workaround here. |
| UI-8541 | Building the UI raises the error cannot find module @babel/plugin-proposal-nullish-coalescing-operator. The dependency can be added manually as a workaround. |
Dependency versions
| Component | Version |
|---|---|
| Accelerator-sdk | 5.0.20 |
| Atoti Server | 5.10.6 |
| Atoti UI | 5.0.23 |
| Bookmark Manager | 3.0.0 |
| Data Connectors | 2.2.1 |
| Java | JDK11 |
| Test Harness | 2.1.1 |
| What-If | 1.6.0 |
Fixed
| Issue Key | Details |
|---|---|
| CVARC-744 | Fixed CCS calculation bug that occurred when a query spanned multiple dates. |
| CVARC-756 | Performance improvements for CCS Kb Delta calculations. |
4.0.2
2023-05-04
Download the distribution files here
Summary
- Performance improvements and bug fixes
Known issues
| Issue Key | Details |
|---|---|
| PIVOT-5759 | Attempting to create partitions for reference stores causes a deadlock. You can find a walkthrough of the workaround here. |
Dependency versions
| Component | Version |
|---|---|
| Accelerator-sdk | 5.0.16 |
| Atoti Server | 5.10.6 |
| Atoti UI | 5.0.18 |
| Bookmark Manager | 3.0.0 |
| Data Connectors | 2.2.2 |
| Java | JDK11 |
| Test Harness | 2.1.1 |
| What-If | 1.7.0 |
Fixed
| Issue Key | Details |
|---|---|
| CVARC-712 | Fixed bug where IRProductNetty Post Processor calculated the double sum when the tenors were the same. |
| CVARC-717 | Add sa.cva-loss.sign property to indicate if CVA losses are represented by “positive” or “negative” numbers |
| CVARC-732 | Remove NaN values from Vega risk-weights, when not at bucket level |
| CVARC-723 | Fixed isCVA hierarchy |
| CVARC-734 | Fixed bug in CCS Kb Delta calculation |
4.0.1
2023-02-23
Download the distribution files here
Summary
Performance improvements and bug fixes
Known issues
| Issue Key | Details |
|---|---|
| PIVOT-5759 | Attempting to create partitions for reference stores causes a deadlock. You can find a walkthrough of the workaround here. |
Dependency versions
| Component | Version |
|---|---|
| ActivePivot | 5.10.6 |
| ActiveUI | 5.0.5 |
| Data Connectors | 2.2.1 |
| Java | JDK11 |
| What-if | 1.6.0 |
| accelerator-sdk | 5.0.2 |
| Bookmark manager | 3.0.0 |
| Test Harness | 2.1.1 |
Fixed
| Issue Key | Details | |
|---|---|---|
| CVARC-710 | Fixed bug where the Hedge Remaining Maturity measure factored the FX conversion twice. | |
| CVARC-714 | Fixed bugs where users couldn’t load data from Azure and Query ActivePivot via Excel. | |
| CVARC-716 | Performance improvements in the counterparty credit spread risk calculations. |
A new property sets the container’s URL: CVA Capital Risk Accelerator Migration Notes. An Azure-specific Source Config file was added for loading CRIF files.
4.0.0+1
2022-01-27
note
The CVA Risk Capital Accelerator 4.0.0+1 release is a UI only release, and no server-side changes were made. See the CVA Risk Capital Accelerator 4.0.0 release notes below for the latest server-side distribution files.
To download the CVA Risk Capital Accelerator 4.0.0+1 UI-only distribution file, click here.
Summary
Technical upgrade to ActiveUI 5.0.7 to integrate bug fixes. See ActiveUI release notes
Known issues
- Updated 2022-09-21: CVARC-712 - In the sa-cva-risk-factors-correlations-delta-interest-rate.csv file, specifying 100% correlation for the same tenors results in the Kb being incorrect. To avoid this issue, exclude the same tenor correlation in the file, as in the sample file (sa-cva-risk-factors-correlations-delta-interest-rate.csv), or set it to be 0.
- Updated 2022-09-12: PIVOT-5759 - Attempting to create partitions for reference stores causes a deadlock. You can find a walkthrough of the workaround here.
4.0.0
2021-12-03
Download the distribution files here
Summary
- Support has been added for FX Rates conversion. For more information, see the Migration notes.
- The Branch Manager and WhatIf Manager screens have been combined into a single WhatIf Manager Widget. This widget shows all created branches with the audit details and the ability to show differences against the master branch. Users will also be able to delete branches from this screen. Please note: the merge functionality has been removed.
Dependency versions
| Component | Version |
|---|---|
| ActivePivot | 5.10.6 |
| ActiveUI | 5.0.7 |
| Data Connectors | 2.2.1 |
| Java | JDK11 |
| What-if | 1.6.0 |
| accelerator-sdk | 5.0.2 |
| Bookmark manager | 3.0.0 |
| Test Harness | 2.1.1 |
Known issues
- Updated 2022-09-21: CVARC-712 - In the sa-cva-risk-factors-correlations-delta-interest-rate.csv file, specifying 100% correlation for the same tenors results in the Kb being incorrect. To avoid this issue, exclude the same tenor correlation in the file, as in the sample file (sa-cva-risk-factors-correlations-delta-interest-rate.csv), or set it to be 0.
- Updated 2022-09-12: PIVOT-5759 - Attempting to create partitions for reference stores causes a deadlock. You can find a walkthrough of the workaround here.
- Update 2022-06-07: We’ve identified a bug in the Frequent Value Compression ActivePivot feature (new since AP 5.10). CVA-RC 4.0.* depends on ActivePivot 5.10.6 and is therefore impacted. We strongly recommend disabling Frequent Value Compression by setting the following property when launching ActivePivot:
-Dactiveviam.chunk.compression.enabledFrequentValue=0.The next version maintenance release of CVA-RC will include an upgrade to ActivePivot, which resolves this issue.
Added
| Issue Key | Details |
|---|---|
| CVARC-56 | ReferenceCurrency to be used as analysis hierarchy in the FX service and express calculation in the reference ccy. |
| CVARC-673 | Support has been added for parsing BA CRIF files. |
Changed
| Issue Key | Details |
|---|---|
| CVARC-688 | Upgraded CVARC to 5.10.5 |
| GENACL-503 | The Branch Manager and WhatIf Manager screens have been combined into a single WhatIf Manager Widget. This widget shows all created branches with the audit details and the ability to show differences against the master branch. Users will also be able to delete branches from this screen. Please note: the merge functionality has been removed. |
Removed
| Issue Key | Details |
|---|---|
| CVARC-385 | Removed unnecessary reporting-lib dependencies. |
3.0.0
Summary
- BREAKING The accelerator has been upgraded to ActivePivot 5.9.4
- If you made customizations to the accelerator, refer to the ActivePivot 5.9 migration guide to see if you have to migrate your code.
- This upgrade is only compatible with Java 11, if you don’t have Java 11 installed, you can download the binaries from Red Hat, AdoptOpenJDK, or from Oracle under the same GPL license the Oracle SE used to be licensed under.
- The UI has been upgraded to ActiveUI 4.3.13
- ISDA Tests now run in their own module.
Known issues
Updated 2022-09-12: PIVOT-5759 - Attempting to create partitions for reference stores causes a deadlock. You can find a walkthrough of the workaround here.