What's New

This page provides a brief overview of the new features and improvements in the latest version of Atoti CVA Risk Capital.

For bug fixes and developer-facing changes, see our Release notes.



Bug fixes and improvements.



This release contains technical upgrades and bug fixes:

  • Atoti Server 6.0: Upgrade to Atoti Server 6.0.7
  • Atoti UI 5.1: Atoti CVA Risk Capital can now be used with Atoti UI version 5.1 or higher. For more details on this version of Atoti UI, see the Atoti UI Documentation.
  • Admin UI: Incorporated the Admin UI. For details, see Admin UI.
  • What-if 2.1: Upgrade to What-If 2.1 with support for what-if simulations in a distributed deployment.



  • Fixed CCS K Delta calculation bug.
  • Improved performance of CCS K Delta calculations.



Performance improvements and bug fixes.



Performance improvements and bug fixes.



  • Support has been added for FX Rates conversion. For more information, see 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.


  • No major user-facing changes in this release


  • Upgraded to ActivePivot v5.8.11
  • Added support for Java11
  • Updated regulations to d507 version of Basel CVA regulation
  • Added ISDA Tests, all of which are passing


  • An Additional whatif scenario has been added to allow users to upload stress test sensitivities and evaluate the stressed risk numbers side by side to the current risk numbers.
  • If the upstream risk system can attribute netting set level CVA sensitivities down to transactions driving CVA, then it will be possible to decompose sensitivity inputs down to trades in the user interface.


  • All calculations required for measuring counterparty credit risk exposures according to the BIS regulation are now implemented.


  • Bookmarks updated to be compliant with the Solution standards and consistent with the latest FRTB Release
  • Jurisdictional Support
  • WhatIf functionality has been expanded to include the UI widgets and a sample implementation for changing configuration parameters.
    • Note: The following parameters have not been included in this release and will be included in the next release.
      • sa.default.disallowance.parameter: para 51 hedging disallowance parameter when calculating kb.
      • SAMeasureBuilder.createBucketLevelCapitalChargeColumn: calculateKb
      • ba.rho: correlation parameter in Khedged. ReducedCapital.java
      • ba.beta: para 18 when calculating Kfull in BA. BACapitalChargePostProcessor
  • Sign Off Module V1.1.0 has been included but there are several issues/limitations in this initial implementation. These issues have been captured as tickets linked to CVARC-372
    • Only measures in the data cubes can be signed off (i.e. the total aggregate measures in the combined cube cannot), a showcase for CVARC BA in BA cube and CVARC SA in SA cube has been pre-configured
    • Data export upon approval is not functional and will be enabled in the next versions
    • The signoff tool in CVARC currently supports cube level adjustments, but not scaling and substitution for underlying data
    • Default “risk” mandates are included (buttons are disabled without them)


  • updates based on usability/ux feedback on the 0.1.0 release including bookmark and formatting changes
  • QIS bookmark added
  • TOH aggregation of the SA and BA charge
  • Distribution testing
  • WhatIF framework (*Note: No specific what ifs have been included yet, only the standard framework have been pulled in.)


  • Input file formats for the CSV files that can be used by clients as input to the CVA-RC Accelerator Reference Implementation.
    • Portfolio risk data, reference data and configuration files need to be replaced with the organization’s data.
    • Regulatory parameters files contain the default set of parameters as in BCBS and as a start can be left unchanged.
  • Measures computing capital requirement under the BA approach.
    • A set of validation bookmarks displays individual steps and components of the BA calculations.
  • Measures computing capital requirement under the SA approach:
    • re-gridding functionality, allocating input sensitivities to configurable regulatory vertices
    • classification of input sensitivities to configurable regulatory buckets
    • a set of validation bookmarks displaying intermediary aggregation steps of the SA calculation