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

5.1.2

2024-08-07

Download the distribution files here

The distribution files comprise the following zipped artifacts:

  • UI source code.
  • UI build that does not require an installation and can be directly deployed.
  • Source files that can be used to build the application.
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.0.9 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

  • Offline documentation.

Summary

  • Bug fixes This release fixes some bugs.

Known issues

None.

Dependency versions

Component Version
Atoti Server 6.0.9
Atoti Server Regression Testing 1.1.0-AS6.0
Atoti UI 5.1.x
Bookmark Manager 3.2.0-AS6.0
Data Connectors 4.0.2-AS6.0
Java JDK17
UI Components 5.0.41
What-If 2.1.1-AS6.0

Fixed

Issue Key Details
CVARC-853 Fixed IndexOutOfBounds exception caused by InstrumentStoreListener not deriving regulatory risk factor correctly in the case of CCS inputs.

5.1.1

2024-05-08

Download the distribution files here

The distribution files comprise the following zipped artifacts:

  • UI source code.
  • UI build that does not require an installation and can be directly deployed.
  • Source files that can be used to build the application.
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.0.9 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

  • Offline documentation.

Summary

  • Bug fixes This release fixes some known issues.

Known issues

None.

Dependency versions

Component Version
Atoti Server 6.0.9
Atoti Server Regression Testing 1.1.0-AS6.0
Atoti UI 5.1.x
Bookmark Manager 3.2.0-AS6.0
Data Connectors 4.0.2-AS6.0
Java JDK17
UI Components 5.0.36
What-If 2.1.1-AS6.0

Fixed

Issue Key Details
CVARC-830 Fixed concurrency issue with bucket updates.
CVARC-831 Fixed KeyConstraintException when modifying carved out trades in the SaCarvedNettingSet table.
CVARC-832 Fixed excessive number of intermediate values used in incremental measures.

5.1.0

2023-12-11

Download the distribution files here

The distribution files comprise the following zipped artifacts:

  • UI source code.
  • UI build that does not require an installation and can be directly deployed.
  • Source files that can be used to build the application.
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.0.9 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

  • Offline documentation.

Summary

  • Incremental Measures: Incremental measures have been added to Atoti CVA Risk Capital for both SA and BA cubes. For more details, see Incremental measures.
  • Java 17 : Java 17 is now required to run Atoti CVA Risk Capital.
  • Atoti Server 6.0.9: Upgrade to Atoti Server 6.0.9
  • Spring Boot dependency versions: Updated the version of Spring Boot version to 2.7.16.
  • Spring Security upgrade : We have upgraded Spring Security to version 5.8.7 to resolve vulnerabilities and prepare for the upgrade to Spring Security 6.0 (via Spring Boot 3).
  • Common Parent POM: The Atoti CVA Risk Capital module now inherits third-party plugin versions from the Common Parent POM version 1.2.0, in line with other solutions. Details can be found in the migration notes

Known issues

Issue Key Details
CVARC-831 A KeyConstraintException can be generated when modifying carved out trades in the SaCarvedNettingSet table.
CVARC-832 The number of intermediate values used in calculating incremental measures may cause queries to fail.

Dependency versions

Component Version
Atoti Server 6.0.9
Atoti Server Regression Testing 1.1.0-AS6.0
Atoti UI 5.1.x
Bookmark Manager 3.2.0-AS6.0
Data Connectors 4.0.2-AS6.0
Java JDK17
UI Components 5.0.29
What-If 2.1.1-AS6.0

Added

Issue Key Details
CVARC-741 Integrated the Admin UI.
CVARC-750 Integrated the Admin server.
CVARC-770 Added Incremental measure variations.
CVARC-802 Added support for SwaggerUI.

Changed

Issue Key Details
CVARC-778 Added IParameterRetriever as a Bean, replacing hardcoded initializations of IParameterRetriever.
CVARC-791 Upgraded Atoti CVA Risk Capital to Java 17.
CVARC-792 Upgraded Spring Security to 5.8.
CVARC-801 Replaced spring-boot-starter-parent dependency with common-parent-pom.
CVARC-804 Upgraded Atoti CVA Risk Capital to Atoti Server 6.0.9.
CVARC-806 Upgraded Solution Tools BOM to 2.0-AS6.0.

Fixed

Issue Key Details
CVARC-807 Buckets are now correctly updated when loading updates for Reference names attributes.

5.0.1

2023-11-15

Download the distribution files here

Summary

  • Spring profiles for distributed deployments are now working.
  • Buckets are now correctly updated when loading updates for Reference names attributes.

Known issues

None.

Dependency versions

Component Version
Atoti Server 6.0.7
Atoti Server Regression Testing 1.0.0-AS6.0
Atoti UI 5.1.x
Bookmark Manager 3.1.0-AS6.0
Data Connectors 4.0.1-AS6.0
Java JDK11
UI Components 5.0.28
What-If 2.1.0-AS6.0

Fixed

Issue Key Details
CVARC-789 Spring profiles for distributed deployments are now working.
CVARC-807 Buckets are now correctly updated when loading updates for Reference names attributes.
CVARC-813 Local profiles were added to Path or local filesystem specific source configs.

5.0.0

2023-09-20

Download the distribution files here

The distribution files comprise the following zipped artifacts:

  • UI source code.
  • UI build that does not require an installation and can be directly deployed.
  • Source files that can be used to build the application.
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.0.7 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

  • Offline documentation.

Summary

  • 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.
  • 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.
  • Credit quality lookup fix : Two different credit qualities can now be assigned to the same category to comply with MAR50 section 50.65
  • CRIF file format : Fixed CRIF file format to align with ISDA specification.

Known issues

Issue Key Details
CVARC-807 Reference Name updates: when loading updates for Reference names attributes, buckets are not updated.
CVARC-789 Distributed Deployments: the Spring profiles used for distributed deployments (dist-query-node and dist-data-node) are currently not working.

Dependency versions

Component Version
Atoti Server 6.0.7
Atoti Server Regression Testing 1.0.0-AS6.0
Atoti UI 5.1.x
Bookmark Manager 3.1.0-AS6.0
Data Connectors 4.0.1-AS6.0
Java JDK11
UI Components 5.0.25
What-If 2.1.0-AS6.0

Added

Issue Key Details
CVARC-694 Added “useLimitsModule” property to Atoti CVA Risk Capital.
CVARC-741 Integrated the Admin UI.
CVARC-774 Added credit quality mapper, so that “HY” and “NR” can be recognized as the same “HY/NR” credit quality.
CVARC-776 Added DoctorPivot for exploring static measure trees.

Changed

Issue Key Details
CVARC-747 Upgraded to Atoti Server 6.0.
CVARC-751 Migrated Bookmarks to Atoti UI 5.1.
CVARC-755 Upgraded to What-If 2.1.

Fixed

Issue Key Details
GENACL-695 Updated CircleCI config to run tests. Updated test classes with correct annotations and injected data.
CVARC-720 New endpoints are now used for the Parameter Sets widget, so that WhatIf Simulations can be tracked by the WhatIf Engine.
CVARC-777 Fixed NullPointerException in ProductNettyK.
CVARC-782 Fixed CRIF file format to align with ISDA specification.